+33.1%
GDDY vs BIIB
-16.5%
+49.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -3.2% | -1.7% | -1.5% | -2.9% |
| 30D | +6.8% | +4.0% | +2.8% | +6.3% |
| 3M | +30.5% | +8.6% | +21.9% | +29.2% |
| 6M | +13.3% | +14.0% | -0.7% | +11.5% |
| YTD | -21.0% | +23.4% | -44.3% | -23.0% |
| 1Y | -34.0% | +45.9% | -79.9% | -36.6% |
| 3Y | +33.1% | -16.1% | +49.2% | +35.7% |
| All | +33.1% | -16.5% | +49.6% | +35.7% |
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