+82.0%
BIIB vs GWRE
+736.4%
-654.3%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -4.0% | -30.9% | +26.9% | +3.0% |
| 30D | +5.7% | -20.7% | +26.4% | +10.0% |
| 3M | +10.9% | +20.2% | -9.2% | +5.2% |
| 6M | +14.3% | -11.9% | +26.2% | +14.1% |
| YTD | +22.4% | -30.3% | +52.7% | +28.0% |
| 1Y | +51.1% | -44.6% | +95.7% | +66.1% |
| 3Y | -16.8% | +48.8% | -65.6% | -31.4% |
| 5Y | -28.1% | +14.8% | -42.9% | -38.1% |
| 10Y | -27.2% | +128.1% | -155.3% | -50.7% |
| All | +82.0% | +736.4% | -654.3% | +0.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling