+833.1%
GLW vs BIIB
-26.8%
+859.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.2% | -5.4% | -3.5% |
| 7D | +11.7% | -4.0% | +15.8% | +12.4% |
| 30D | +2.7% | +5.7% | -3.0% | +1.5% |
| 3M | -2.8% | +10.9% | -13.7% | -5.0% |
| 6M | +20.2% | +14.3% | +5.8% | +16.4% |
| YTD | +87.3% | +22.4% | +64.9% | +79.0% |
| 1Y | +119.6% | +51.1% | +68.5% | +101.6% |
| 3Y | +453.7% | -16.8% | +470.5% | +457.8% |
| 5Y | +376.1% | -28.1% | +404.2% | +383.2% |
| All | +833.1% | -26.8% | +859.8% | +778.9% |
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 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