+669.0%
GRMN vs BIIB
-26.2%
+695.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.5% | +4.1% |
| 7D | +2.4% | -1.7% | +4.1% | +2.7% |
| 30D | -8.5% | +4.0% | -12.4% | -9.0% |
| 3M | +19.5% | +8.6% | +10.9% | +17.7% |
| 6M | +21.2% | +14.0% | +7.2% | +18.3% |
| YTD | +41.0% | +23.4% | +17.7% | +35.7% |
| 1Y | +19.6% | +45.9% | -26.3% | +12.0% |
| 3Y | +183.8% | -16.1% | +199.9% | +185.0% |
| 5Y | +83.0% | -27.6% | +110.6% | +84.6% |
| All | +669.0% | -26.2% | +695.2% | +641.5% |
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