+416.5%
TPR vs BIIB
-0.5%
+416.9%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.8% | -1.3% |
| 7D | +14.2% | -2.1% | +16.3% | +14.5% |
| 30D | +17.1% | +11.8% | +5.3% | +14.5% |
| 3M | -17.7% | +20.4% | -38.1% | -20.8% |
| 6M | -10.2% | +30.2% | -40.4% | -15.2% |
| YTD | +4.9% | +41.1% | -36.2% | -3.1% |
| 1Y | +36.1% | +58.4% | -22.3% | +22.3% |
| 3Y | +416.5% | -0.1% | +416.6% | +436.8% |
| All | +416.5% | -0.5% | +416.9% | +436.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling