-1.7%
GPC vs BIIB
-19.0%
+17.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.8% | +0.9% | -1.9% |
| 7D | +0.2% | -1.6% | +1.8% | +0.6% |
| 30D | -0.4% | +2.2% | -2.6% | -1.0% |
| 3M | +39.2% | +10.3% | +28.9% | +35.8% |
| 6M | +18.2% | +14.9% | +3.3% | +13.7% |
| YTD | +12.1% | +20.7% | -8.7% | +6.0% |
| 1Y | -0.7% | +50.3% | -51.0% | -11.8% |
| 3Y | -1.7% | -18.0% | +16.3% | +2.0% |
| All | -1.7% | -19.0% | +17.3% | +2.0% |
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