-9.6%
TOST vs BIIB
+61.6%
-71.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.6% | -0.4% | -3.2% | -3.6% |
| 30D | +8.9% | +10.5% | -1.6% | +8.4% |
| 3M | -2.2% | +24.3% | -26.5% | -2.8% |
| 6M | +41.0% | +28.0% | +13.0% | +40.1% |
| YTD | -4.0% | +44.0% | -48.0% | -6.4% |
| 1Y | -9.6% | +58.8% | -68.4% | -13.1% |
| All | -9.6% | +61.6% | -71.2% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BIIB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling