+24.5%
GLD vs BIIB
+55.8%
-31.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | +1.1% | -1.6% | -0.5% |
| 30D | +4.4% | +6.9% | -2.5% | +4.5% |
| 3M | -1.1% | +12.4% | -13.5% | -0.9% |
| 6M | -13.8% | +16.3% | -30.0% | -13.7% |
| YTD | +2.6% | +25.5% | -22.8% | +2.9% |
| 1Y | +24.5% | +57.8% | -33.3% | +25.0% |
| All | +24.5% | +55.8% | -31.2% | +25.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling