+69.0%
TPG vs BIIB
-3.6%
+72.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -9.4% | -1.7% | -7.8% | -9.1% |
| 30D | -5.3% | +4.0% | -9.2% | -6.1% |
| 3M | +12.9% | +8.6% | +4.3% | +10.2% |
| 6M | +20.1% | +14.0% | +6.1% | +15.3% |
| YTD | -22.5% | +23.4% | -45.9% | -27.4% |
| 1Y | -19.7% | +45.9% | -65.6% | -28.3% |
| 3Y | +81.2% | -16.1% | +97.3% | +83.6% |
| All | +69.0% | -3.6% | +72.6% | +63.3% |
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