+93.8%
GD vs BIIB
-11.1%
+105.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.5% | -0.9% |
| 7D | -5.0% | -2.1% | -2.9% | -4.7% |
| 30D | +8.9% | +11.8% | -2.9% | +7.3% |
| 3M | -8.0% | +20.4% | -28.4% | -10.3% |
| 6M | +2.9% | +30.2% | -27.3% | -1.0% |
| YTD | +7.1% | +41.1% | -34.0% | +1.7% |
| 1Y | +5.9% | +58.4% | -52.5% | -1.0% |
| 3Y | +53.9% | -0.1% | +54.0% | +49.3% |
| All | +93.8% | -11.1% | +105.0% | +89.5% |
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