+411.0%
TSM vs BIIB
-19.0%
+429.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.8% | +6.1% | +2.8% |
| 7D | +6.0% | -1.6% | +7.7% | +6.2% |
| 30D | +4.5% | +2.2% | +2.3% | +4.2% |
| 3M | +3.1% | +10.3% | -7.2% | +1.6% |
| 6M | +30.2% | +14.9% | +15.3% | +27.0% |
| YTD | +45.2% | +20.7% | +24.5% | +40.4% |
| 1Y | +79.6% | +50.3% | +29.2% | +66.7% |
| 3Y | +411.0% | -18.0% | +428.9% | +397.4% |
| All | +411.0% | -19.0% | +429.9% | +397.4% |
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 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