-29.4%
TSCO vs BIIB
+68.6%
-98.0%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.2% | +2.0% | +3.8% |
| 7D | +15.7% | +4.3% | +11.5% | +14.8% |
| 30D | +16.4% | +13.8% | +2.6% | +14.1% |
| 3M | +11.2% | +22.1% | -10.9% | +7.8% |
| 6M | +14.9% | +35.9% | -21.0% | +8.5% |
| YTD | -25.4% | +44.6% | -70.0% | -31.4% |
| 1Y | -29.4% | +70.4% | -99.8% | -38.7% |
| All | -29.4% | +68.6% | -98.0% | -38.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling