+208.4%
GLD vs BIIB
-21.3%
+229.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.6% | -2.0% | -2.7% |
| 7D | +2.8% | +1.7% | +1.1% | +2.8% |
| 30D | -4.0% | +12.2% | -16.2% | -4.2% |
| 3M | -8.2% | +22.3% | -30.5% | -8.7% |
| 6M | -14.8% | +30.9% | -45.8% | -15.4% |
| YTD | -6.8% | +43.9% | -50.7% | -7.7% |
| 1Y | -2.4% | +62.1% | -64.5% | -3.6% |
| 3Y | +105.8% | +12.7% | +93.1% | +104.7% |
| 5Y | +113.3% | -5.1% | +118.4% | +112.3% |
| 10Y | +208.4% | -21.9% | +230.4% | +222.3% |
| All | +208.4% | -21.3% | +229.8% | +222.3% |
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