+30.4%
GDDY vs BIIB
-28.1%
+58.4%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.0% | +1.6% |
| 7D | -3.2% | -1.7% | -1.5% | -2.8% |
| 30D | +6.8% | +4.0% | +2.8% | +6.1% |
| 3M | +30.5% | +8.6% | +21.9% | +28.6% |
| 6M | +13.3% | +14.0% | -0.7% | +10.5% |
| YTD | -21.0% | +23.4% | -44.3% | -24.1% |
| 1Y | -34.0% | +45.9% | -79.9% | -38.5% |
| 3Y | +33.1% | -16.1% | +49.2% | +36.2% |
| All | +30.4% | -28.1% | +58.4% | +37.3% |
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