-54.6%
GTLB vs BIIB
-25.7%
-28.9%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -3.8% | -1.6% | -4.1% |
| 7D | +4.6% | -1.6% | +6.2% | +5.2% |
| 30D | +21.0% | +2.2% | +18.8% | +20.2% |
| 3M | +51.7% | +10.3% | +41.4% | +46.1% |
| 6M | +89.3% | +14.9% | +74.3% | +78.2% |
| YTD | +25.6% | +20.7% | +4.9% | +15.0% |
| 1Y | -1.5% | +50.3% | -51.9% | -18.1% |
| 3Y | -9.9% | -18.0% | +8.0% | -4.3% |
| All | -54.6% | -25.7% | -28.9% | -53.4% |
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