+9.3%
TSN vs BIIB
-19.0%
+28.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.9% |
| 7D | -7.3% | -5.4% | -1.9% | -6.6% |
| 30D | -8.6% | +1.7% | -10.4% | -8.9% |
| 3M | -7.5% | +5.8% | -13.4% | -8.5% |
| 6M | -14.1% | +11.9% | -26.1% | -16.1% |
| YTD | -9.4% | +19.7% | -29.2% | -12.9% |
| 1Y | -4.1% | +46.7% | -50.8% | -12.0% |
| All | +9.3% | -19.0% | +28.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling