+21,049.6%
GD vs BIIB
+7,261.0%
+13,788.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.6% | -0.1% | -1.6% |
| 7D | -5.3% | +1.1% | -6.3% | -5.3% |
| 30D | -6.4% | +6.9% | -13.3% | -6.9% |
| 3M | +5.7% | +12.4% | -6.7% | +4.6% |
| 6M | -0.9% | +16.3% | -17.2% | -2.3% |
| YTD | +8.2% | +25.5% | -17.3% | +6.0% |
| 1Y | +13.4% | +57.8% | -44.4% | +9.2% |
| 3Y | +68.5% | -17.3% | +85.8% | +69.3% |
| 5Y | +97.2% | -33.8% | +131.0% | +99.6% |
| 10Y | +190.2% | -29.6% | +219.8% | +183.3% |
| All | +21,049.6% | +7,261.0% | +13,788.6% | +15,189.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling