+24.4%
TXG vs BIIB
-10.1%
+34.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -3.8% | +8.5% | +5.9% |
| 7D | +9.4% | -1.6% | +11.0% | +9.9% |
| 30D | +26.1% | +2.2% | +23.9% | +25.1% |
| 3M | +124.8% | +10.3% | +114.5% | +115.8% |
| 6M | +215.2% | +14.9% | +200.3% | +196.0% |
| YTD | +302.2% | +20.7% | +281.5% | +269.2% |
| 1Y | +370.9% | +50.3% | +320.6% | +300.1% |
| 3Y | +38.5% | -18.0% | +56.5% | +41.3% |
| 5Y | -64.4% | -33.9% | -30.4% | -62.9% |
| All | +24.4% | -10.1% | +34.4% | +24.2% |
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