+1,032.6%
GME vs BIIB
+262.0%
+770.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.1% |
| 7D | +7.2% | +1.1% | +6.2% | +6.9% |
| 30D | +0.8% | +6.9% | -6.1% | -1.0% |
| 3M | -14.0% | +12.4% | -26.4% | -17.0% |
| 6M | -19.7% | +16.3% | -36.0% | -23.5% |
| YTD | -4.6% | +25.5% | -30.1% | -11.1% |
| 1Y | -14.3% | +57.8% | -72.2% | -25.2% |
| 3Y | +4.0% | -17.3% | +21.4% | +7.3% |
| 5Y | -62.2% | -33.8% | -28.4% | -59.5% |
| 10Y | +241.4% | -29.6% | +270.9% | +224.7% |
| All | +1,032.6% | +262.0% | +770.6% | +459.9% |
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