+61.5%
GNRC vs BIIB
-16.5%
+78.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -0.2% | -1.7% | +1.5% | +0.3% |
| 30D | -15.7% | +4.0% | -19.7% | -16.9% |
| 3M | -27.3% | +8.6% | -35.9% | -29.8% |
| 6M | -12.1% | +14.0% | -26.1% | -16.9% |
| YTD | +37.1% | +23.4% | +13.7% | +25.7% |
| 1Y | -0.5% | +45.9% | -46.4% | -13.9% |
| 3Y | +61.5% | -16.1% | +77.7% | +66.5% |
| All | +61.5% | -16.5% | +78.0% | +66.5% |
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