+505.0%
TRI vs BIIB
+575.1%
-70.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.2% | -3.5% | -1.6% |
| 7D | -14.4% | -4.0% | -10.3% | -13.8% |
| 30D | -8.1% | +5.7% | -13.8% | -8.8% |
| 3M | +17.5% | +10.9% | +6.6% | +15.8% |
| 6M | -5.0% | +14.3% | -19.3% | -6.9% |
| YTD | -24.7% | +22.4% | -47.1% | -27.2% |
| 1Y | -41.5% | +51.1% | -92.6% | -45.2% |
| 3Y | -20.3% | -16.8% | -3.5% | -19.6% |
| 5Y | -10.9% | -28.1% | +17.2% | -9.7% |
| 10Y | +190.6% | -27.2% | +217.8% | +172.2% |
| All | +505.0% | +575.1% | -70.1% | +265.3% |
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