+185.7%
GS vs BIIB
-33.3%
+219.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.3% |
| 7D | +0.9% | +1.1% | -0.1% | +0.8% |
| 30D | -1.6% | +6.9% | -8.4% | -2.6% |
| 3M | -4.5% | +12.4% | -16.9% | -6.9% |
| 6M | +20.9% | +16.3% | +4.6% | +16.7% |
| YTD | +19.9% | +25.5% | -5.6% | +13.5% |
| 1Y | +41.4% | +57.8% | -16.4% | +27.1% |
| 3Y | +239.2% | -17.3% | +256.5% | +243.4% |
| All | +185.7% | -33.3% | +219.1% | +185.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling