-1.3%
TXT vs BIIB
+47.4%
-48.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.3% | +0.5% |
| 7D | +0.8% | -5.4% | +6.2% | +1.5% |
| 30D | -10.4% | +1.7% | -12.2% | -10.7% |
| 3M | -14.3% | +5.8% | -20.2% | -15.3% |
| 6M | -15.1% | +11.9% | -27.0% | -17.1% |
| YTD | -8.3% | +19.7% | -28.1% | -12.0% |
| All | -1.3% | +47.4% | -48.7% | -8.8% |
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