+2,064.0%
GS vs BIIB
+2,287.4%
-223.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | +0.9% | +1.1% | -0.1% | +0.7% |
| 30D | -1.6% | +6.9% | -8.4% | -3.0% |
| 3M | -4.5% | +12.4% | -16.9% | -7.5% |
| 6M | +20.9% | +16.3% | +4.6% | +15.8% |
| YTD | +19.9% | +25.5% | -5.6% | +12.6% |
| 1Y | +41.4% | +57.8% | -16.4% | +26.0% |
| 3Y | +239.2% | -17.3% | +256.5% | +243.0% |
| 5Y | +185.0% | -33.8% | +218.8% | +195.1% |
| 10Y | +655.0% | -29.6% | +684.5% | +589.7% |
| All | +2,064.0% | +2,287.4% | -223.3% | +694.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling