-64.0%
TXG vs BIIB
-28.2%
-35.8%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.6% | -2.5% |
| 7D | +5.0% | -4.0% | +9.0% | +7.1% |
| 30D | +13.5% | +5.7% | +7.8% | +10.1% |
| 3M | +128.0% | +10.9% | +117.1% | +111.9% |
| 6M | +224.4% | +14.3% | +210.1% | +192.3% |
| YTD | +307.0% | +22.4% | +284.6% | +247.5% |
| 1Y | +427.2% | +51.1% | +376.2% | +293.5% |
| 3Y | +40.2% | -16.8% | +57.0% | +43.9% |
| 5Y | -64.0% | -28.1% | -35.9% | -60.6% |
| All | -64.0% | -28.2% | -35.8% | -60.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling