+19.7%
GS vs BIIB
+68.6%
-49.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.2% | +1.3% | +3.8% |
| 7D | +0.3% | +4.3% | -4.0% | +0.8% |
| 30D | +3.9% | +13.8% | -9.9% | +5.4% |
| 3M | -11.4% | +22.1% | -33.5% | -9.3% |
| 6M | +3.7% | +35.9% | -32.2% | +6.5% |
| YTD | +7.1% | +44.6% | -37.5% | +9.2% |
| 1Y | +19.7% | +70.4% | -50.7% | +19.0% |
| All | +19.7% | +68.6% | -49.0% | +19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling