+25.7%
GPN vs BIIB
-26.2%
+51.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | -4.3% | -1.7% | -2.7% | -4.0% |
| 30D | 0.0% | +4.0% | -4.0% | -0.6% |
| 3M | +35.8% | +8.6% | +27.2% | +33.8% |
| 6M | +22.0% | +14.0% | +8.0% | +19.0% |
| YTD | +15.2% | +23.4% | -8.2% | +10.7% |
| 1Y | +3.5% | +45.9% | -42.4% | -3.5% |
| 3Y | -26.9% | -16.1% | -10.8% | -26.6% |
| 5Y | -44.2% | -27.6% | -16.6% | -43.8% |
| All | +25.7% | -26.2% | +51.9% | +20.1% |
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