+2,096.3%
GPC vs BIIB
+7,261.0%
-5,164.7%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.8% | +1.2% |
| 7D | +1.2% | +1.1% | +0.1% | +1.1% |
| 30D | +6.0% | +6.9% | -0.9% | +5.4% |
| 3M | +42.6% | +12.4% | +30.2% | +41.3% |
| 6M | +22.8% | +16.3% | +6.5% | +21.2% |
| YTD | +15.5% | +25.5% | -10.0% | +13.3% |
| 1Y | +2.0% | +57.8% | -55.8% | -1.6% |
| 3Y | -1.4% | -17.3% | +15.9% | -0.8% |
| 5Y | +30.6% | -33.8% | +64.4% | +32.4% |
| 10Y | +80.6% | -29.6% | +110.2% | +76.6% |
| All | +2,096.3% | +7,261.0% | -5,164.7% | +1,615.8% |
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