+30.0%
TXG vs BIIB
-8.1%
+38.1%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.8% | +2.5% | +3.1% |
| 7D | +9.5% | -1.7% | +11.1% | +10.0% |
| 30D | +18.8% | +4.0% | +14.8% | +17.2% |
| 3M | +136.1% | +8.6% | +127.5% | +127.7% |
| 6M | +235.2% | +14.0% | +221.2% | +215.8% |
| YTD | +320.5% | +23.4% | +297.2% | +283.2% |
| 1Y | +425.2% | +45.9% | +379.3% | +350.9% |
| 3Y | +42.9% | -16.1% | +59.0% | +44.7% |
| 5Y | -62.8% | -27.6% | -35.3% | -62.1% |
| All | +30.0% | -8.1% | +38.1% | +28.9% |
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