+142.7%
TOST vs BIIB
+12.2%
+130.5%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.6% |
| 7D | -4.7% | +2.7% | -7.3% | -5.0% |
| 30D | +8.5% | +9.4% | -0.9% | +7.3% |
| 3M | -1.6% | +19.9% | -21.5% | -3.7% |
| 6M | +44.1% | +25.6% | +18.5% | +39.9% |
| YTD | -5.6% | +42.3% | -47.9% | -10.5% |
| 1Y | -12.6% | +55.1% | -67.7% | -18.4% |
| All | +142.7% | +12.2% | +130.5% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling