+7.7%
GEHC vs BIIB
-25.1%
+32.8%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.2% | -3.7% | -2.2% |
| 7D | -7.9% | -4.0% | -3.8% | -6.6% |
| 30D | -11.7% | +5.7% | -17.4% | -13.4% |
| 3M | +0.8% | +10.9% | -10.1% | -2.9% |
| 6M | -11.6% | +14.3% | -25.9% | -16.4% |
| YTD | -21.6% | +22.4% | -44.0% | -28.2% |
| 1Y | -15.3% | +51.1% | -66.4% | -29.2% |
| 3Y | -0.5% | -16.8% | +16.3% | -2.0% |
| All | +7.7% | -25.1% | +32.8% | +7.3% |
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