-27.1%
GPN vs BIIB
-16.5%
-10.6%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.5% |
| 7D | -4.6% | -1.7% | -2.9% | -4.1% |
| 30D | -0.3% | +4.0% | -4.2% | -1.4% |
| 3M | +35.4% | +8.6% | +26.8% | +31.9% |
| 6M | +21.7% | +14.0% | +7.7% | +16.4% |
| YTD | +14.9% | +23.4% | -8.5% | +6.7% |
| 1Y | +3.2% | +45.9% | -42.7% | -9.4% |
| 3Y | -27.1% | -16.1% | -11.0% | -28.0% |
| All | -27.1% | -16.5% | -10.6% | -28.0% |
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