+95.1%
GD vs BIIB
-12.7%
+107.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.1% | +1.8% | -1.8% |
| 7D | -3.9% | -2.3% | -1.6% | -3.6% |
| 30D | +8.1% | +9.4% | -1.4% | +6.8% |
| 3M | -6.8% | +18.1% | -24.8% | -8.8% |
| 6M | +3.0% | +29.0% | -26.0% | -0.7% |
| YTD | +7.8% | +38.6% | -30.8% | +2.6% |
| 1Y | +5.8% | +59.0% | -53.2% | -1.2% |
| 3Y | +55.3% | -2.2% | +57.5% | +51.1% |
| All | +95.1% | -12.7% | +107.8% | +91.2% |
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 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