+183.8%
GRMN vs BIIB
-16.5%
+200.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.8% | +3.5% | +4.1% |
| 7D | +2.4% | -1.7% | +4.1% | +2.8% |
| 30D | -8.5% | +4.0% | -12.4% | -9.2% |
| 3M | +19.5% | +8.6% | +10.9% | +17.1% |
| 6M | +21.2% | +14.0% | +7.2% | +17.2% |
| YTD | +41.0% | +23.4% | +17.7% | +33.4% |
| 1Y | +19.6% | +45.9% | -26.3% | +8.2% |
| 3Y | +183.8% | -16.1% | +199.9% | +181.5% |
| All | +183.8% | -16.5% | +200.3% | +181.5% |
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 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