+745.3%
GIS vs BIIB
+7,081.0%
-6,335.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.3% | -3.1% |
| 7D | -8.4% | -4.0% | -4.4% | -8.2% |
| 30D | -5.2% | +5.7% | -10.9% | -5.4% |
| 3M | +8.2% | +10.9% | -2.7% | +7.6% |
| 6M | -12.0% | +14.3% | -26.4% | -12.7% |
| YTD | -18.9% | +22.4% | -41.3% | -19.8% |
| 1Y | -23.6% | +51.1% | -74.7% | -25.3% |
| 3Y | -37.6% | -16.8% | -20.8% | -37.5% |
| 5Y | -25.2% | -28.1% | +3.0% | -25.0% |
| 10Y | -19.3% | -27.2% | +7.9% | -20.7% |
| All | +745.3% | +7,081.0% | -6,335.7% | +600.4% |
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