-0.8%
GFS vs BIIB
-19.1%
+18.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.2% |
| 7D | +4.5% | -5.4% | +9.9% | +6.2% |
| 30D | -8.2% | +1.7% | -9.9% | -8.8% |
| 3M | -38.9% | +5.8% | -44.7% | -40.6% |
| 6M | -2.9% | +11.9% | -14.8% | -7.7% |
| YTD | +31.8% | +19.7% | +12.0% | +22.4% |
| 1Y | +43.1% | +46.7% | -3.6% | +23.9% |
| 3Y | -20.6% | -18.6% | -2.0% | -20.1% |
| All | -0.8% | -19.1% | +18.3% | +10.7% |
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