+159.7%
GILD vs BIIB
-26.2%
+185.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -0.9% |
| 7D | -4.8% | -1.7% | -3.2% | -4.5% |
| 30D | +5.8% | +4.0% | +1.8% | +5.0% |
| 3M | +14.9% | +8.6% | +6.3% | +12.8% |
| 6M | -0.4% | +14.0% | -14.4% | -3.4% |
| YTD | +18.5% | +23.4% | -4.9% | +13.0% |
| 1Y | +25.1% | +45.9% | -20.8% | +15.1% |
| 3Y | +105.9% | -16.1% | +122.0% | +108.1% |
| 5Y | +143.0% | -27.6% | +170.6% | +148.0% |
| All | +159.7% | -26.2% | +185.9% | +139.9% |
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