+2,818.1%
GLW vs BIIB
+7,261.0%
-4,442.9%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.6% | +7.3% | +5.9% |
| 7D | +3.8% | +1.1% | +2.7% | +3.6% |
| 30D | -1.3% | +6.9% | -8.2% | -2.4% |
| 3M | -21.8% | +12.4% | -34.2% | -23.6% |
| 6M | +6.9% | +16.3% | -9.4% | +3.7% |
| YTD | +77.2% | +25.5% | +51.7% | +69.6% |
| 1Y | +123.2% | +57.8% | +65.4% | +105.8% |
| 3Y | +400.0% | -17.3% | +417.3% | +404.8% |
| 5Y | +342.8% | -33.8% | +376.6% | +354.9% |
| 10Y | +771.4% | -29.6% | +801.0% | +730.4% |
| All | +2,818.1% | +7,261.0% | -4,442.9% | +1,559.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling