+557.3%
TSN vs BIIB
+7,261.0%
-6,703.7%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.5% |
| 7D | -6.3% | +1.1% | -7.4% | -6.4% |
| 30D | -10.8% | +6.9% | -17.7% | -11.3% |
| 3M | -8.8% | +12.4% | -21.2% | -9.8% |
| 6M | -16.8% | +16.3% | -33.1% | -18.1% |
| YTD | -10.0% | +25.5% | -35.5% | -12.0% |
| 1Y | -5.3% | +57.8% | -63.1% | -9.2% |
| 3Y | +8.5% | -17.3% | +25.9% | +9.1% |
| 5Y | -22.9% | -33.8% | +10.9% | -21.9% |
| 10Y | -12.6% | -29.6% | +16.9% | -15.4% |
| All | +557.3% | +7,261.0% | -6,703.7% | +371.1% |
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