+165.2%
GD vs BIIB
-20.7%
+185.9%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | +2.7% | +2.0% | +0.6% | +2.4% |
| 30D | +8.6% | +8.8% | -0.2% | +7.5% |
| 3M | -7.1% | +20.3% | -27.4% | -9.2% |
| 6M | +7.5% | +23.9% | -16.4% | +4.4% |
| YTD | +9.9% | +44.0% | -34.1% | +4.6% |
| 1Y | +7.6% | +53.8% | -46.3% | +1.6% |
| 3Y | +56.2% | +13.8% | +42.4% | +51.1% |
| 5Y | +100.6% | -6.3% | +106.9% | +96.1% |
| All | +165.2% | -20.7% | +185.9% | +146.0% |
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