+302.0%
TRV vs BIIB
-26.2%
+328.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.3% | +2.0% |
| 7D | +1.9% | -1.7% | +3.6% | +2.1% |
| 30D | +1.7% | +4.0% | -2.3% | +1.4% |
| 3M | +23.9% | +8.6% | +15.3% | +23.0% |
| 6M | +26.3% | +14.0% | +12.3% | +24.8% |
| YTD | +30.8% | +23.4% | +7.4% | +28.4% |
| 1Y | +36.3% | +45.9% | -9.6% | +32.0% |
| 3Y | +145.0% | -16.1% | +161.1% | +144.4% |
| 5Y | +163.9% | -27.6% | +191.4% | +163.6% |
| All | +302.0% | -26.2% | +328.2% | +301.0% |
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