+2,110.1%
GNRC vs BIIB
+301.2%
+1,808.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.7% |
| 7D | -0.2% | -1.7% | +1.5% | +0.2% |
| 30D | -15.7% | +4.0% | -19.7% | -16.7% |
| 3M | -27.3% | +8.6% | -35.9% | -29.3% |
| 6M | -12.1% | +14.0% | -26.1% | -15.6% |
| YTD | +37.1% | +23.4% | +13.7% | +28.7% |
| 1Y | -0.5% | +45.9% | -46.4% | -10.6% |
| 3Y | +61.5% | -16.1% | +77.7% | +64.1% |
| 5Y | -58.6% | -27.6% | -31.0% | -57.2% |
| 10Y | +446.3% | -26.7% | +472.9% | +402.9% |
| All | +2,110.1% | +301.2% | +1,808.9% | +679.5% |
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 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