+311.2%
TPR vs BIIB
-31.7%
+342.9%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | 0.0% | -3.0% |
| 7D | -3.4% | -1.6% | -1.7% | -3.0% |
| 30D | -27.3% | +2.2% | -29.5% | -27.7% |
| 3M | -16.2% | +10.3% | -26.6% | -18.2% |
| 6M | -17.9% | +14.9% | -32.8% | -20.7% |
| YTD | -7.1% | +20.7% | -27.9% | -11.4% |
| 1Y | +13.6% | +50.3% | -36.7% | +3.1% |
| 3Y | +293.7% | -18.0% | +311.7% | +300.9% |
| 5Y | +239.1% | -33.9% | +273.0% | +252.0% |
| 10Y | +311.2% | -30.9% | +342.1% | +299.1% |
| All | +311.2% | -31.7% | +342.9% | +299.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling