-16.1%
BIIB vs GWRE
+50.1%
-66.2%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.8% |
| 7D | -1.7% | -13.2% | +11.6% | -0.8% |
| 30D | +4.0% | -18.6% | +22.5% | +5.1% |
| 3M | +8.6% | +18.9% | -10.3% | +7.4% |
| 6M | +14.0% | -11.0% | +25.0% | +13.6% |
| YTD | +23.4% | -29.9% | +53.3% | +24.9% |
| 1Y | +45.9% | -44.3% | +90.2% | +49.6% |
| 3Y | -16.1% | +51.7% | -67.8% | -24.6% |
| All | -16.1% | +50.1% | -66.2% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling