+13,634.3%
TSM vs BIIB
+2,885.9%
+10,748.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.6% | +4.5% | +3.2% |
| 7D | +2.7% | +1.1% | +1.7% | +2.5% |
| 30D | +3.6% | +6.9% | -3.3% | +2.1% |
| 3M | -3.4% | +12.4% | -15.8% | -6.2% |
| 6M | +20.6% | +16.3% | +4.4% | +15.8% |
| YTD | +41.9% | +25.5% | +16.4% | +33.6% |
| 1Y | +84.4% | +57.8% | +26.6% | +64.5% |
| 3Y | +380.2% | -17.3% | +397.6% | +385.8% |
| 5Y | +275.3% | -33.8% | +309.1% | +288.8% |
| 10Y | +1,751.4% | -29.6% | +1,781.0% | +1,598.6% |
| All | +13,634.3% | +2,885.9% | +10,748.5% | +4,210.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling