+14,528.2%
TYL vs BIIB
+8,178.3%
+6,349.8%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.5% |
| 7D | +6.7% | -2.1% | +8.7% | +6.9% |
| 30D | +26.5% | +11.8% | +14.8% | +25.0% |
| 3M | +37.3% | +20.4% | +16.9% | +34.5% |
| 6M | +31.2% | +30.2% | +0.9% | +27.2% |
| YTD | -7.4% | +41.1% | -48.5% | -11.2% |
| 1Y | -9.6% | +58.4% | -68.0% | -14.4% |
| 3Y | +1.9% | -0.1% | +2.0% | +0.6% |
| 5Y | -21.1% | -10.9% | -10.2% | -21.8% |
| 10Y | +171.8% | -10.3% | +182.1% | +156.2% |
| All | +14,528.2% | +8,178.3% | +6,349.8% | +9,344.6% |
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 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