+457.2%
GS vs BIIB
-21.3%
+478.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | +1.6% | +1.7% | -0.2% | +1.4% |
| 30D | +1.7% | +12.2% | -10.5% | 0.0% |
| 3M | -11.6% | +22.3% | -33.9% | -14.1% |
| 6M | -1.9% | +30.9% | -32.8% | -6.2% |
| YTD | +5.1% | +43.9% | -38.8% | -1.4% |
| 1Y | +16.4% | +62.1% | -45.7% | +7.1% |
| 3Y | +199.0% | +12.7% | +186.3% | +187.6% |
| 5Y | +157.4% | -5.1% | +162.6% | +150.3% |
| 10Y | +457.2% | -21.9% | +479.2% | +395.6% |
| All | +457.2% | -21.3% | +478.6% | +395.6% |
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