+2,664.3%
TSLA vs BIIB
-26.2%
+2,690.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +3.2% | -1.7% | +4.9% | +3.5% |
| 30D | +11.6% | +4.0% | +7.6% | +10.7% |
| 3M | -8.4% | +8.6% | -17.0% | -10.3% |
| 6M | -10.4% | +14.0% | -24.4% | -13.2% |
| YTD | -18.7% | +23.4% | -42.1% | -22.8% |
| 1Y | -0.9% | +45.9% | -46.8% | -9.3% |
| 3Y | +33.6% | -16.1% | +49.7% | +34.5% |
| 5Y | +48.9% | -27.6% | +76.5% | +51.0% |
| All | +2,664.3% | -26.2% | +2,690.5% | +2,570.0% |
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