-46.4%
GFS vs BIIB
+31.3%
-77.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +1.8% | +4.4% | +6.5% |
| 7D | -7.8% | -2.1% | -5.8% | -8.1% |
| 30D | -19.7% | +11.8% | -31.5% | -17.8% |
| 3M | -23.1% | +20.4% | -43.5% | -20.4% |
| 6M | -46.4% | +30.2% | -76.6% | -44.1% |
| All | -46.4% | +31.3% | -77.7% | -44.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling