+289.2%
GFI vs BIIB
-16.5%
+305.7%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.4% |
| 7D | -4.9% | -1.7% | -3.2% | -4.7% |
| 30D | +10.7% | +4.0% | +6.8% | +10.3% |
| 3M | +25.6% | +8.6% | +17.0% | +24.5% |
| 6M | -8.3% | +14.0% | -22.3% | -9.7% |
| YTD | +6.3% | +23.4% | -17.1% | +3.5% |
| 1Y | +22.1% | +45.9% | -23.8% | +15.8% |
| 3Y | +289.2% | -16.1% | +305.3% | +392.0% |
| All | +289.2% | -16.5% | +305.7% | +392.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling