-45.4%
TOST vs BIIB
-12.5%
-33.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -3.6% | -0.4% | -3.2% | -3.5% |
| 30D | +8.9% | +10.5% | -1.6% | +5.2% |
| 3M | -2.2% | +24.3% | -26.5% | -9.3% |
| 6M | +41.0% | +28.0% | +13.0% | +28.4% |
| YTD | -4.0% | +44.0% | -48.0% | -17.4% |
| 1Y | -9.6% | +58.8% | -68.4% | -25.4% |
| 3Y | +141.7% | +12.7% | +128.9% | +126.1% |
| 5Y | -29.5% | -4.9% | -24.5% | -24.3% |
| All | -45.4% | -12.5% | -33.0% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling