+113.9%
GAP vs BIIB
-19.0%
+132.8%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.7% | -4.3% |
| 7D | -3.2% | -5.4% | +2.2% | -1.4% |
| 30D | -0.7% | +1.7% | -2.4% | -1.4% |
| 3M | -0.5% | +5.8% | -6.3% | -3.2% |
| 6M | -5.0% | +11.9% | -16.9% | -10.3% |
| YTD | -14.7% | +19.7% | -34.4% | -22.1% |
| 1Y | -8.6% | +46.7% | -55.4% | -24.0% |
| All | +113.9% | -19.0% | +132.8% | +122.9% |
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