-45.7%
TOST vs BIIB
-23.7%
-22.0%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | -3.4% | +1.1% | -4.5% | -3.8% |
| 30D | -2.4% | +6.9% | -9.3% | -4.7% |
| 3M | +34.6% | +12.4% | +22.2% | +28.7% |
| 6M | +15.2% | +16.3% | -1.1% | +8.0% |
| YTD | -4.4% | +25.5% | -29.9% | -13.7% |
| 1Y | -17.4% | +57.8% | -75.2% | -32.4% |
| 3Y | +54.5% | -17.3% | +71.8% | +65.8% |
| All | -45.7% | -23.7% | -22.0% | -32.6% |
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