+177.4%
GD vs BIIB
-18.3%
+195.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.4% | +1.9% |
| 7D | -3.0% | +2.4% | -5.4% | -3.3% |
| 30D | +9.3% | +12.9% | -3.6% | +7.7% |
| 3M | -7.2% | +22.6% | -29.8% | -9.5% |
| 6M | +5.5% | +31.7% | -26.3% | +1.7% |
| YTD | +9.5% | +44.8% | -35.3% | +4.2% |
| 1Y | +6.4% | +63.9% | -57.5% | -0.3% |
| 3Y | +59.8% | +13.5% | +46.4% | +54.7% |
| 5Y | +98.0% | -5.6% | +103.6% | +93.3% |
| 10Y | +177.4% | -20.3% | +197.7% | +161.4% |
| All | +177.4% | -18.3% | +195.7% | +161.4% |
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