-30.0%
GLXY vs BIIB
+104.9%
-134.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.2% | +0.1% | +13.1% | +13.2% |
| 7D | +14.3% | -0.4% | +14.7% | +14.3% |
| 30D | -19.6% | +10.5% | -30.1% | -20.0% |
| 3M | -20.7% | +24.3% | -44.9% | -21.7% |
| 6M | -49.6% | +28.0% | -77.6% | -50.7% |
| YTD | -28.6% | +44.0% | -72.6% | -32.0% |
| 1Y | -48.0% | +58.8% | -106.9% | -52.2% |
| All | -30.0% | +104.9% | -134.8% | -41.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling