+15.5%
GEHC vs BIIB
-23.2%
+38.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -0.7% |
| 7D | -4.0% | +1.1% | -5.1% | -4.4% |
| 30D | -2.0% | +6.9% | -8.8% | -4.2% |
| 3M | +8.0% | +12.4% | -4.4% | +3.6% |
| 6M | -12.8% | +16.3% | -29.0% | -17.9% |
| YTD | -15.9% | +25.5% | -41.4% | -23.7% |
| 1Y | -6.9% | +57.8% | -64.7% | -23.5% |
| 3Y | 0.0% | -17.3% | +17.3% | -1.3% |
| All | +15.5% | -23.2% | +38.7% | +14.0% |
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