+5.8%
GLXY vs BIIB
+74.2%
-68.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.2% | -6.3% | -4.2% |
| 7D | -8.9% | -4.0% | -4.9% | -8.7% |
| 30D | +19.9% | +5.7% | +14.2% | +19.5% |
| 3M | -20.0% | +10.9% | -30.9% | -21.2% |
| 6M | +10.5% | +14.3% | -3.8% | +7.8% |
| YTD | +7.9% | +22.4% | -14.5% | +3.8% |
| 1Y | -7.5% | +51.1% | -58.5% | -18.7% |
| All | +5.8% | +74.2% | -68.3% | -11.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling