+49.8%
GSK vs BIIB
-29.7%
+79.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -3.6% | -5.4% | +1.8% | -2.5% |
| 30D | -5.9% | +1.7% | -7.7% | -6.3% |
| 3M | -4.3% | +5.8% | -10.1% | -5.5% |
| 6M | -10.8% | +11.9% | -22.7% | -13.2% |
| YTD | +1.8% | +19.7% | -18.0% | -2.4% |
| 1Y | +23.5% | +46.7% | -23.3% | +13.6% |
| 3Y | +49.5% | -18.6% | +68.2% | +47.4% |
| All | +49.8% | -29.7% | +79.5% | +48.1% |
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 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