-27.7%
TOST vs BIIB
-7.5%
-20.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.2% | +2.3% | +3.1% |
| 7D | 0.0% | +2.0% | -2.0% | -0.6% |
| 30D | +16.2% | +8.8% | +7.3% | +13.0% |
| 3M | -1.5% | +20.3% | -21.8% | -7.4% |
| 6M | +55.3% | +23.9% | +31.4% | +43.6% |
| YTD | -2.3% | +44.0% | -46.3% | -15.5% |
| 1Y | -5.5% | +53.8% | -59.4% | -20.5% |
| 3Y | +151.1% | +13.8% | +137.3% | +134.6% |
| All | -27.7% | -7.5% | -20.2% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling