+100.2%
TXT vs BIIB
-28.4%
+128.6%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.6% |
| 7D | +0.8% | -5.4% | +6.2% | +1.8% |
| 30D | -10.4% | +1.7% | -12.2% | -10.8% |
| 3M | -14.3% | +5.8% | -20.2% | -15.5% |
| 6M | -15.1% | +11.9% | -27.0% | -17.3% |
| YTD | -8.3% | +19.7% | -28.1% | -11.9% |
| 1Y | -0.7% | +46.7% | -47.5% | -8.2% |
| 3Y | +6.0% | -18.6% | +24.6% | +7.0% |
| 5Y | +12.5% | -29.8% | +42.3% | +14.2% |
| All | +100.2% | -28.4% | +128.6% | +88.4% |
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