-12.3%
GFS vs BIIB
-2.1%
-10.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.6% | +2.3% | +4.1% |
| 7D | -3.1% | +2.4% | -5.5% | -3.7% |
| 30D | -16.0% | +12.9% | -28.9% | -19.0% |
| 3M | -24.7% | +22.6% | -47.3% | -29.3% |
| 6M | -45.1% | +31.7% | -76.9% | -50.2% |
| YTD | +16.5% | +44.8% | -28.4% | +2.0% |
| 1Y | +19.3% | +63.9% | -44.6% | +0.4% |
| 3Y | -20.0% | +13.5% | -33.4% | -26.7% |
| 5Y | -32.0% | -5.6% | -26.4% | -27.3% |
| All | -12.3% | -2.1% | -10.2% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling