-13.3%
TSLA vs BIIB
+68.6%
-81.9%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.2% | -5.6% | -3.4% |
| 7D | -4.7% | +4.3% | -9.0% | -4.8% |
| 30D | +1.7% | +13.8% | -12.1% | +1.3% |
| 3M | +17.7% | +22.1% | -4.4% | +17.1% |
| 6M | -1.9% | +35.9% | -37.8% | -3.1% |
| YTD | -14.3% | +44.6% | -58.9% | -14.9% |
| 1Y | -13.3% | +70.4% | -83.7% | -9.3% |
| All | -13.3% | +68.6% | -81.9% | -9.3% |
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 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