+24.4%
GH vs BIIB
-28.1%
+52.5%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.4% |
| 7D | -2.5% | -1.7% | -0.8% | -1.9% |
| 30D | -4.7% | +4.0% | -8.6% | -6.4% |
| 3M | +20.2% | +8.6% | +11.6% | +14.6% |
| 6M | +78.8% | +14.0% | +64.8% | +65.7% |
| YTD | +54.1% | +23.4% | +30.7% | +36.2% |
| 1Y | +177.1% | +45.9% | +131.2% | +124.7% |
| 3Y | +371.6% | -16.1% | +387.8% | +404.7% |
| All | +24.4% | -28.1% | +52.5% | +24.2% |
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