+12,919.2%
TSM vs BIIB
+3,286.8%
+9,632.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +14.8% | +2.7% | +12.2% | +14.2% |
| 30D | -8.9% | +9.4% | -18.3% | -10.7% |
| 3M | -5.3% | +19.9% | -25.2% | -9.1% |
| 6M | +2.6% | +25.6% | -23.1% | -3.1% |
| YTD | +34.5% | +42.3% | -7.8% | +23.0% |
| 1Y | +41.0% | +55.1% | -14.1% | +26.5% |
| 3Y | +333.1% | +11.4% | +321.7% | +310.4% |
| 5Y | +270.1% | -7.4% | +277.5% | +256.5% |
| 10Y | +1,608.7% | -21.5% | +1,630.2% | +1,433.9% |
| All | +12,919.2% | +3,286.8% | +9,632.4% | +3,870.8% |
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 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