+39.4%
GM vs BIIB
+68.6%
-29.2%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +2.2% | +2.4% | +4.4% |
| 7D | +12.1% | +4.3% | +7.8% | +11.6% |
| 30D | +15.2% | +13.8% | +1.4% | +13.4% |
| 3M | +4.9% | +22.1% | -17.2% | +2.4% |
| 6M | +22.6% | +35.9% | -13.3% | +17.0% |
| YTD | +14.4% | +44.6% | -30.2% | +7.2% |
| 1Y | +39.4% | +70.4% | -31.0% | +19.7% |
| All | +39.4% | +68.6% | -29.2% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling