-2.4%
GFS vs BIIB
-15.2%
+12.8%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.2% | +2.0% |
| 7D | +1.0% | +1.1% | -0.1% | +0.7% |
| 30D | -8.6% | +6.9% | -15.5% | -10.5% |
| 3M | -46.5% | +12.4% | -59.0% | -49.0% |
| 6M | -4.8% | +16.3% | -21.1% | -10.5% |
| YTD | +29.7% | +25.5% | +4.2% | +18.8% |
| 1Y | +35.8% | +57.8% | -22.0% | +15.0% |
| 3Y | -18.3% | -17.3% | -1.0% | -18.3% |
| All | -2.4% | -15.2% | +12.8% | +7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling