-35.4%
GIS vs BIIB
-19.0%
-16.4%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.8% | -1.5% |
| 7D | -8.6% | -5.4% | -3.2% | -7.8% |
| 30D | -0.5% | +1.7% | -2.2% | -0.8% |
| 3M | +11.9% | +5.8% | +6.1% | +10.6% |
| 6M | -11.6% | +11.9% | -23.5% | -13.6% |
| YTD | -16.3% | +19.7% | -36.1% | -19.7% |
| 1Y | -21.8% | +46.7% | -68.5% | -28.7% |
| All | -35.4% | -19.0% | -16.4% | -36.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling