+48,339.6%
TSCO vs BIIB
+22,377.9%
+25,961.7%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.8% | -3.6% |
| 7D | -2.5% | -5.4% | +2.9% | -1.9% |
| 30D | -1.1% | +1.7% | -2.9% | -1.3% |
| 3M | +14.3% | +5.8% | +8.4% | +13.4% |
| 6M | -31.9% | +11.9% | -43.8% | -33.0% |
| YTD | -30.7% | +19.7% | -50.4% | -32.3% |
| 1Y | -41.1% | +46.7% | -87.8% | -43.8% |
| 3Y | -17.1% | -18.6% | +1.5% | -16.3% |
| 5Y | -7.5% | -29.8% | +22.3% | -6.2% |
| 10Y | +192.6% | -28.8% | +221.4% | +183.1% |
| All | +48,339.6% | +22,377.9% | +25,961.7% | +40,464.4% |
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