-7.8%
GFS vs BIIB
-3.8%
-4.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.2% |
| 7D | +17.2% | +2.7% | +14.5% | +16.4% |
| 30D | -8.7% | +9.4% | -18.2% | -11.2% |
| 3M | -19.7% | +19.9% | -39.6% | -24.1% |
| 6M | -40.7% | +25.6% | -66.3% | -45.4% |
| YTD | +22.5% | +42.3% | -19.8% | +7.9% |
| 1Y | +25.2% | +55.1% | -29.9% | +7.1% |
| 3Y | -17.7% | +11.4% | -29.1% | -24.2% |
| 5Y | -23.5% | -7.4% | -16.2% | -17.7% |
| All | -7.8% | -3.8% | -4.0% | -2.4% |
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