-28.3%
BIIB vs GWRE
+131.0%
-159.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.7% |
| 7D | -1.7% | -13.2% | +11.6% | +0.8% |
| 30D | +4.0% | -18.6% | +22.5% | +7.1% |
| 3M | +8.6% | +18.9% | -10.3% | +3.9% |
| 6M | +14.0% | -11.0% | +25.0% | +13.6% |
| YTD | +23.4% | -29.9% | +53.3% | +28.5% |
| 1Y | +45.9% | -44.3% | +90.2% | +59.2% |
| 3Y | -16.1% | +51.7% | -67.8% | -31.1% |
| 5Y | -27.6% | +15.4% | -43.0% | -37.2% |
| All | -28.3% | +131.0% | -159.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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