+405.4%
TXG vs BIIB
+68.6%
+336.7%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +2.2% | +1.2% | +3.5% |
| 7D | -19.3% | +4.3% | -23.5% | -19.0% |
| 30D | -30.9% | +13.8% | -44.7% | -30.8% |
| 3M | +41.1% | +22.1% | +19.0% | +41.4% |
| 6M | +211.9% | +35.9% | +175.9% | +210.9% |
| YTD | +314.0% | +44.6% | +269.4% | +303.1% |
| 1Y | +405.4% | +70.4% | +335.0% | +411.6% |
| All | +405.4% | +68.6% | +336.7% | +411.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling