-34.7%
GFS vs BIIB
-11.1%
-23.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +5.7% |
| 7D | -7.8% | -2.1% | -5.8% | -7.2% |
| 30D | -19.7% | +11.8% | -31.5% | -22.3% |
| 3M | -23.1% | +20.4% | -43.5% | -27.4% |
| 6M | -46.4% | +30.2% | -76.6% | -51.1% |
| YTD | +11.0% | +41.1% | -30.1% | -1.7% |
| 1Y | +12.6% | +58.4% | -45.8% | -3.9% |
| 3Y | -24.9% | -0.1% | -24.8% | -29.0% |
| All | -34.7% | -11.1% | -23.5% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling