-19.7%
TSCO vs BIIB
-16.5%
-3.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.7% |
| 7D | -5.7% | -1.7% | -4.0% | -5.4% |
| 30D | -8.8% | +4.0% | -12.7% | -9.6% |
| 3M | +6.3% | +8.6% | -2.3% | +4.1% |
| 6M | -32.3% | +14.0% | -46.3% | -34.7% |
| YTD | -32.7% | +23.4% | -56.1% | -36.6% |
| 1Y | -43.7% | +45.9% | -89.6% | -49.3% |
| 3Y | -19.7% | -16.1% | -3.5% | -19.3% |
| All | -19.7% | -16.5% | -3.1% | -19.3% |
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 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