+104.9%
TYL vs BIIB
-31.7%
+136.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.8% | -0.7% | -3.9% |
| 7D | -7.6% | -1.6% | -6.0% | -7.4% |
| 30D | +11.3% | +2.2% | +9.1% | +11.0% |
| 3M | +14.5% | +10.3% | +4.2% | +12.9% |
| 6M | -7.1% | +14.9% | -22.1% | -9.1% |
| YTD | -23.4% | +20.7% | -44.1% | -25.8% |
| 1Y | -38.6% | +50.3% | -88.9% | -42.4% |
| 3Y | -11.3% | -18.0% | +6.6% | -10.4% |
| 5Y | -28.0% | -33.9% | +6.0% | -26.5% |
| 10Y | +104.9% | -30.9% | +135.8% | +97.6% |
| All | +104.9% | -31.7% | +136.6% | +97.6% |
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