+24.3%
GAP vs BIIB
-26.8%
+51.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.2% | -4.3% | -2.6% |
| 7D | -6.3% | -4.0% | -2.3% | -5.5% |
| 30D | -0.2% | +5.7% | -5.9% | -1.6% |
| 3M | 0.0% | +10.9% | -10.9% | -2.7% |
| 6M | -8.1% | +14.3% | -22.5% | -11.6% |
| YTD | -16.5% | +22.4% | -38.9% | -21.0% |
| 1Y | -10.5% | +51.1% | -61.5% | -19.3% |
| 3Y | +104.0% | -16.8% | +120.8% | +106.0% |
| 5Y | +6.8% | -28.1% | +34.9% | +8.8% |
| All | +24.3% | -26.8% | +51.1% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling