+145.7%
TRU vs BIIB
-26.2%
+171.8%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.8% |
| 7D | -2.7% | -1.7% | -1.1% | -2.4% |
| 30D | -2.0% | +4.0% | -6.0% | -2.7% |
| 3M | +18.4% | +8.6% | +9.8% | +16.6% |
| 6M | +8.9% | +14.0% | -5.1% | +6.0% |
| YTD | -8.9% | +23.4% | -32.3% | -12.8% |
| 1Y | -15.9% | +45.9% | -61.8% | -22.0% |
| 3Y | -1.1% | -16.1% | +15.0% | -0.8% |
| 5Y | -35.2% | -27.6% | -7.6% | -34.7% |
| All | +145.7% | -26.2% | +171.8% | +138.6% |
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 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