+52.4%
GEV vs BIIB
+68.6%
-16.3%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +2.2% | -11.5% | -9.0% |
| 7D | -5.1% | +4.3% | -9.4% | -4.7% |
| 30D | -15.8% | +13.8% | -29.6% | -14.8% |
| 3M | -18.2% | +22.1% | -40.3% | -17.0% |
| 6M | -22.4% | +35.9% | -58.3% | -21.5% |
| YTD | +27.7% | +44.6% | -16.8% | +30.7% |
| 1Y | +52.4% | +70.4% | -18.0% | +63.5% |
| All | +52.4% | +68.6% | -16.3% | +63.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling