+394.9%
TTWO vs BIIB
-26.2%
+421.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +0.4% | -1.7% | +2.0% | +0.6% |
| 30D | -11.3% | +4.0% | -15.3% | -11.8% |
| 3M | +1.6% | +8.6% | -7.0% | +0.2% |
| 6M | +2.1% | +14.0% | -11.9% | -0.3% |
| YTD | -15.8% | +23.4% | -39.2% | -19.0% |
| 1Y | -12.6% | +45.9% | -58.5% | -18.1% |
| 3Y | +48.2% | -16.1% | +64.3% | +49.4% |
| 5Y | +40.0% | -27.6% | +67.5% | +41.6% |
| All | +394.9% | -26.2% | +421.1% | +374.4% |
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