-7.7%
TSN vs BIIB
-26.8%
+19.0%
-52.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.8% | +1.2% |
| 7D | +1.4% | -4.0% | +5.4% | +1.7% |
| 30D | -6.2% | +5.7% | -11.8% | -6.6% |
| 3M | -5.7% | +10.9% | -16.6% | -6.6% |
| 6M | -11.4% | +14.3% | -25.7% | -12.6% |
| YTD | -8.2% | +22.4% | -30.6% | -10.1% |
| 1Y | -2.0% | +51.1% | -53.1% | -5.9% |
| 3Y | +11.9% | -16.8% | +28.7% | +11.7% |
| 5Y | -17.8% | -28.1% | +10.4% | -17.8% |
| All | -7.7% | -26.8% | +19.0% | -12.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling