+10.3%
GLXY vs BIIB
+70.4%
-60.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -0.8% | -6.2% | -7.0% |
| 7D | +4.5% | -5.4% | +9.9% | +4.9% |
| 30D | +28.8% | +1.7% | +27.1% | +28.7% |
| 3M | -23.0% | +5.8% | -28.9% | -23.7% |
| 6M | +17.0% | +11.9% | +5.1% | +14.3% |
| YTD | +12.5% | +19.7% | -7.3% | +8.3% |
| 1Y | -5.4% | +46.7% | -52.1% | -16.5% |
| All | +10.3% | +70.4% | -60.0% | -7.1% |
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