+1,796.5%
GS vs BIIB
+2,637.8%
-841.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.6% |
| 7D | +1.6% | +1.7% | -0.2% | +1.3% |
| 30D | +1.7% | +12.2% | -10.5% | -0.8% |
| 3M | -11.6% | +22.3% | -33.9% | -15.4% |
| 6M | -1.9% | +30.9% | -32.8% | -8.2% |
| YTD | +5.1% | +43.9% | -38.8% | -4.2% |
| 1Y | +16.4% | +62.1% | -45.7% | +3.4% |
| 3Y | +199.0% | +12.7% | +186.3% | +182.9% |
| 5Y | +157.4% | -5.1% | +162.6% | +147.1% |
| 10Y | +457.2% | -21.9% | +479.2% | +398.5% |
| All | +1,796.5% | +2,637.8% | -841.4% | +575.5% |
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 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