+46.2%
TSLA vs BIIB
-34.6%
+80.7%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +3.0% | -5.4% | +8.4% | +4.8% |
| 30D | +11.2% | +1.7% | +9.4% | +10.5% |
| 3M | -7.3% | +5.8% | -13.1% | -9.7% |
| 6M | -7.7% | +11.9% | -19.7% | -12.2% |
| YTD | -18.2% | +19.7% | -38.0% | -24.5% |
| 1Y | +6.0% | +46.7% | -40.7% | -9.8% |
| 3Y | +48.0% | -18.6% | +66.6% | +52.9% |
| 5Y | +46.2% | -29.8% | +76.0% | +48.9% |
| All | +46.2% | -34.6% | +80.7% | +48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling