-57.2%
GME vs BIIB
-28.2%
-29.0%
-83.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.6% |
| 7D | +6.0% | -4.0% | +10.1% | +7.9% |
| 30D | +8.3% | +5.7% | +2.7% | +5.6% |
| 3M | -9.1% | +10.9% | -20.0% | -14.0% |
| 6M | -16.3% | +14.3% | -30.7% | -22.7% |
| YTD | +1.5% | +22.4% | -20.9% | -9.9% |
| 1Y | -16.3% | +51.1% | -67.4% | -33.8% |
| 3Y | +15.1% | -16.8% | +32.0% | +24.1% |
| 5Y | -57.2% | -28.1% | -29.0% | -48.2% |
| All | -57.2% | -28.2% | -29.0% | -48.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling