-14.3%
GME vs BIIB
+55.8%
-70.1%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | -0.2% |
| 7D | +7.2% | +1.1% | +6.2% | +7.1% |
| 30D | +0.8% | +6.9% | -6.1% | +0.1% |
| 3M | -14.0% | +12.4% | -26.4% | -15.2% |
| 6M | -19.7% | +16.3% | -36.0% | -21.2% |
| YTD | -4.6% | +25.5% | -30.1% | -8.0% |
| 1Y | -14.3% | +57.8% | -72.2% | -20.3% |
| All | -14.3% | +55.8% | -70.1% | -20.3% |
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 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