+56.2%
GD vs BIIB
+13.5%
+42.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | +2.7% | +2.0% | +0.6% | +2.4% |
| 30D | +8.6% | +8.8% | -0.2% | +7.3% |
| 3M | -7.1% | +20.3% | -27.4% | -9.6% |
| 6M | +7.5% | +23.9% | -16.4% | +3.8% |
| YTD | +9.9% | +44.0% | -34.1% | +3.2% |
| 1Y | +7.6% | +53.8% | -46.3% | -0.1% |
| 3Y | +56.2% | +13.8% | +42.4% | +44.2% |
| All | +56.2% | +13.5% | +42.7% | +44.2% |
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