+4.5%
GAP vs BIIB
-7.5%
+12.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -7.3% |
| YTD | -14.5% | +42.3% | -56.8% | -25.4% |
| 1Y | -12.1% | +55.1% | -67.2% | -25.7% |
| 3Y | +72.2% | +11.4% | +60.7% | +58.3% |
| 5Y | +4.5% | -7.4% | +11.9% | -0.3% |
| All | +4.5% | -7.5% | +12.0% | -0.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling