+79.8%
GDXJ vs BIIB
+363.6%
-283.7%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.2% | +1.4% |
| 7D | +0.9% | -5.4% | +6.3% | +1.6% |
| 30D | +8.8% | +1.7% | +7.1% | +8.6% |
| 3M | +29.8% | +5.8% | +24.0% | +28.7% |
| 6M | -5.8% | +11.9% | -17.8% | -7.4% |
| YTD | +13.6% | +19.7% | -6.1% | +10.5% |
| 1Y | +54.5% | +46.7% | +7.7% | +46.2% |
| 3Y | +301.4% | -18.6% | +320.0% | +306.8% |
| 5Y | +236.3% | -29.8% | +266.1% | +242.0% |
| 10Y | +240.1% | -28.8% | +268.9% | +229.4% |
| All | +79.8% | +363.6% | -283.7% | -21.3% |
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 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