+833.6%
GSK vs BIIB
+7,261.0%
-6,427.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.8% |
| 7D | -1.8% | +1.1% | -2.9% | -1.9% |
| 30D | -2.2% | +6.9% | -9.0% | -2.8% |
| 3M | -1.8% | +12.4% | -14.2% | -3.0% |
| 6M | -10.6% | +16.3% | -26.9% | -12.1% |
| YTD | +4.4% | +25.5% | -21.1% | +1.9% |
| 1Y | +30.4% | +57.8% | -27.4% | +24.4% |
| 3Y | +60.1% | -17.3% | +77.4% | +61.5% |
| 5Y | +46.8% | -33.8% | +80.6% | +49.5% |
| 10Y | +79.2% | -29.6% | +108.8% | +74.2% |
| All | +833.6% | +7,261.0% | -6,427.4% | +471.7% |
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