+183.3%
TYL vs BIIB
-20.9%
+204.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.9% | +0.9% |
| 7D | +0.5% | -0.4% | +1.0% | +0.6% |
| 30D | +25.2% | +10.5% | +14.7% | +23.4% |
| 3M | +31.8% | +24.3% | +7.5% | +27.7% |
| 6M | +36.3% | +28.0% | +8.3% | +31.3% |
| YTD | -6.3% | +44.0% | -50.2% | -11.5% |
| 1Y | -9.5% | +58.8% | -68.3% | -15.7% |
| 3Y | +1.6% | +12.7% | -11.1% | -1.9% |
| 5Y | -21.8% | -4.9% | -16.8% | -23.8% |
| 10Y | +183.3% | -20.6% | +203.9% | +151.7% |
| All | +183.3% | -20.9% | +204.2% | +151.7% |
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