+12,561.9%
TYL vs BIIB
+7,261.0%
+5,300.9%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.6% | -2.4% | -3.8% |
| 7D | -3.7% | +1.1% | -4.7% | -3.8% |
| 30D | +18.7% | +6.9% | +11.9% | +17.9% |
| 3M | +18.1% | +12.4% | +5.7% | +16.6% |
| 6M | -1.1% | +16.3% | -17.4% | -2.9% |
| YTD | -19.8% | +25.5% | -45.3% | -22.1% |
| 1Y | -34.3% | +57.8% | -92.1% | -37.9% |
| 3Y | -8.2% | -17.3% | +9.1% | -7.5% |
| 5Y | -25.4% | -33.8% | +8.4% | -23.8% |
| 10Y | +115.6% | -29.6% | +145.2% | +108.5% |
| All | +12,561.9% | +7,261.0% | +5,300.9% | +8,181.8% |
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