+230.7%
GM vs BIIB
+226.1%
+4.6%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.2% |
| 7D | -1.1% | -5.4% | +4.3% | -0.1% |
| 30D | -4.6% | +1.7% | -6.3% | -5.0% |
| 3M | +0.2% | +5.8% | -5.6% | -1.2% |
| 6M | +12.6% | +11.9% | +0.7% | +9.5% |
| YTD | +3.7% | +19.7% | -16.1% | -0.7% |
| 1Y | +45.6% | +46.7% | -1.1% | +33.9% |
| 3Y | +162.0% | -18.6% | +180.6% | +166.4% |
| 5Y | +80.5% | -29.8% | +110.3% | +85.3% |
| 10Y | +231.3% | -28.8% | +260.2% | +206.9% |
| All | +230.7% | +226.1% | +4.6% | +60.3% |
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