+692.8%
GOOGL vs BIIB
-20.7%
+713.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.1% | -1.2% |
| 7D | +3.9% | +2.0% | +1.8% | +3.5% |
| 30D | -14.9% | +8.8% | -23.8% | -16.2% |
| 3M | -14.6% | +20.3% | -34.8% | -17.2% |
| 6M | -26.4% | +23.9% | -50.3% | -29.5% |
| YTD | -5.3% | +44.0% | -49.3% | -11.9% |
| 1Y | +6.5% | +53.8% | -47.4% | -2.1% |
| 3Y | +126.0% | +13.8% | +112.2% | +115.9% |
| 5Y | +100.8% | -6.3% | +107.1% | +95.2% |
| All | +692.8% | -20.7% | +713.6% | +634.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling