+463.3%
GLW vs BIIB
-19.0%
+482.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -3.8% | +11.3% | +8.0% |
| 7D | +14.0% | -1.6% | +15.7% | +14.1% |
| 30D | +0.4% | +2.2% | -1.8% | -0.2% |
| 3M | -11.3% | +10.3% | -21.7% | -13.3% |
| 6M | +35.1% | +14.9% | +20.1% | +30.4% |
| YTD | +90.5% | +20.7% | +69.8% | +81.6% |
| 1Y | +132.0% | +50.3% | +81.7% | +108.8% |
| 3Y | +463.3% | -18.0% | +481.3% | +484.8% |
| All | +463.3% | -19.0% | +482.3% | +484.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling