+215.1%
GDXJ vs BIIB
-26.2%
+241.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | -2.8% | -1.7% | -1.1% | -2.6% |
| 30D | +5.0% | +4.0% | +1.0% | +4.5% |
| 3M | +24.1% | +8.6% | +15.5% | +22.7% |
| 6M | -7.4% | +14.0% | -21.4% | -9.0% |
| YTD | +10.2% | +23.4% | -13.2% | +7.1% |
| 1Y | +42.5% | +45.9% | -3.4% | +35.6% |
| 3Y | +285.7% | -16.1% | +301.8% | +289.5% |
| 5Y | +231.9% | -27.6% | +259.4% | +234.6% |
| All | +215.1% | -26.2% | +241.3% | +232.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling