-14.9%
GME vs BIIB
+51.4%
-66.2%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.8% | +2.9% | +3.6% |
| 7D | +10.4% | -1.7% | +12.1% | +10.6% |
| 30D | +14.1% | +4.0% | +10.1% | +13.6% |
| 3M | -4.6% | +8.6% | -13.2% | -5.6% |
| 6M | -13.5% | +14.0% | -27.5% | -14.9% |
| YTD | +5.3% | +23.4% | -18.1% | +1.9% |
| 1Y | -14.9% | +45.9% | -60.8% | -19.3% |
| All | -14.9% | +51.4% | -66.2% | -19.3% |
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