+12.6%
GTLB vs BIIB
+68.6%
-56.0%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | -9.7% | +4.3% | -13.9% | -9.6% |
| 30D | +1.7% | +13.8% | -12.1% | +1.6% |
| 3M | +43.6% | +22.1% | +21.5% | +43.9% |
| 6M | +113.0% | +35.9% | +77.1% | +115.6% |
| YTD | +39.5% | +44.6% | -5.0% | +39.8% |
| 1Y | +12.6% | +70.4% | -57.8% | +7.0% |
| All | +12.6% | +68.6% | -56.0% | +7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling