+1,333.8%
TXT vs BIIB
+7,261.0%
-5,927.2%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | -4.8% | +1.1% | -5.8% | -4.9% |
| 30D | -10.6% | +6.9% | -17.5% | -11.3% |
| 3M | -13.2% | +12.4% | -25.6% | -14.5% |
| 6M | -20.3% | +16.3% | -36.6% | -22.0% |
| YTD | -9.3% | +25.5% | -34.7% | -12.0% |
| 1Y | -2.7% | +57.8% | -60.5% | -8.1% |
| 3Y | +1.4% | -17.3% | +18.7% | +2.3% |
| 5Y | +9.6% | -33.8% | +43.4% | +12.1% |
| 10Y | +94.9% | -29.6% | +124.5% | +89.3% |
| All | +1,333.8% | +7,261.0% | -5,927.2% | +892.3% |
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