+278.9%
TSM vs BIIB
-5.0%
+283.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +4.4% | -0.4% | +4.9% | +4.6% |
| 30D | -7.0% | +10.5% | -17.4% | -8.4% |
| 3M | -1.8% | +24.3% | -26.1% | -5.2% |
| 6M | +2.7% | +28.0% | -25.3% | -1.8% |
| YTD | +37.1% | +44.0% | -6.9% | +27.9% |
| 1Y | +43.5% | +58.8% | -15.3% | +31.3% |
| 3Y | +341.5% | +12.7% | +328.8% | +322.0% |
| 5Y | +278.9% | -4.9% | +283.8% | +269.6% |
| All | +278.9% | -5.0% | +283.8% | +269.6% |
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