+285.0%
TSM vs BIIB
-34.6%
+319.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +4.8% | -5.4% | +10.1% | +5.6% |
| 30D | +4.0% | +1.7% | +2.3% | +3.6% |
| 3M | +2.0% | +5.8% | -3.9% | +0.7% |
| 6M | +25.5% | +11.9% | +13.5% | +22.2% |
| YTD | +44.0% | +19.7% | +24.3% | +38.3% |
| 1Y | +75.4% | +46.7% | +28.7% | +61.7% |
| 3Y | +406.7% | -18.6% | +425.4% | +412.1% |
| 5Y | +285.0% | -29.8% | +314.8% | +294.8% |
| All | +285.0% | -34.6% | +319.5% | +294.8% |
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