+390.3%
GDDY vs BIIB
-49.5%
+439.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +28.5% |
| 6M | +13.3% | +14.0% | -0.7% | +10.3% |
| YTD | -21.0% | +23.4% | -44.3% | -24.3% |
| 1Y | -34.0% | +45.9% | -79.9% | -38.9% |
| 3Y | +33.1% | -16.1% | +49.2% | +34.8% |
| 5Y | +30.3% | -27.6% | +57.9% | +33.1% |
| 10Y | +205.5% | -26.7% | +232.2% | +187.7% |
| All | +390.3% | -49.5% | +439.9% | +335.0% |
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