+76.1%
GAP vs BIIB
+12.2%
+63.9%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -0.9% |
| 7D | -5.2% | +2.7% | -7.9% | -6.0% |
| 30D | -6.9% | +9.4% | -16.3% | -9.6% |
| 3M | +5.7% | +19.9% | -14.2% | -0.5% |
| 6M | +0.9% | +25.6% | -24.7% | -7.4% |
| YTD | -14.5% | +42.3% | -56.8% | -26.1% |
| 1Y | -12.1% | +55.1% | -67.2% | -26.9% |
| All | +76.1% | +12.2% | +63.9% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling