+5.5%
TXT vs BIIB
-19.0%
+24.5%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.5% |
| 7D | -0.2% | -1.6% | +1.4% | +0.1% |
| 30D | -11.1% | +2.2% | -13.3% | -11.6% |
| 3M | -13.0% | +10.3% | -23.3% | -15.5% |
| 6M | -16.2% | +14.9% | -31.1% | -19.9% |
| YTD | -8.7% | +20.7% | -29.5% | -14.3% |
| 1Y | -3.8% | +50.3% | -54.1% | -15.8% |
| 3Y | +5.5% | -18.0% | +23.5% | +3.9% |
| All | +5.5% | -19.0% | +24.5% | +3.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling