-40.6%
TOST vs BIIB
-11.1%
-29.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.8% | -3.2% | -2.0% |
| 7D | +9.4% | -2.1% | +11.5% | +10.1% |
| 30D | +13.5% | +11.8% | +1.7% | +9.3% |
| 3M | -0.1% | +20.4% | -20.5% | -6.2% |
| 6M | +22.5% | +30.2% | -7.8% | +11.1% |
| YTD | -2.4% | +41.1% | -43.5% | -15.0% |
| 1Y | -4.7% | +58.4% | -63.1% | -20.9% |
| 3Y | +103.2% | -0.1% | +103.3% | +102.4% |
| All | -40.6% | -11.1% | -29.4% | -34.4% |
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