+16.9%
GME vs BIIB
-19.0%
+35.8%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.8% | +6.1% | +5.6% |
| 7D | +4.8% | -5.4% | +10.2% | +7.2% |
| 30D | +5.9% | +1.7% | +4.1% | +4.9% |
| 3M | -10.7% | +5.8% | -16.6% | -13.8% |
| 6M | -19.8% | +11.9% | -31.7% | -25.2% |
| YTD | -0.9% | +19.7% | -20.7% | -11.8% |
| 1Y | -15.7% | +46.7% | -62.4% | -34.4% |
| All | +16.9% | -19.0% | +35.8% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling