+205.6%
GLD vs BIIB
-21.7%
+227.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.2% | -1.7% | -2.8% |
| 7D | -5.5% | +2.7% | -8.2% | -5.5% |
| 30D | -7.0% | +9.4% | -16.4% | -7.2% |
| 3M | -12.4% | +19.9% | -32.3% | -12.7% |
| 6M | -18.0% | +25.6% | -43.7% | -18.5% |
| YTD | -10.5% | +42.3% | -52.8% | -11.3% |
| 1Y | -8.1% | +55.1% | -63.2% | -9.1% |
| 3Y | +97.7% | +11.4% | +86.3% | +96.7% |
| 5Y | +103.4% | -7.4% | +110.8% | +102.6% |
| All | +205.6% | -21.7% | +227.3% | +218.4% |
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 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