-16.4%
PAAS vs BIIB
+19.3%
-35.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.6% | -0.8% | -2.2% |
| 7D | -2.9% | +1.1% | -4.0% | -3.0% |
| 30D | +6.8% | +6.9% | -0.1% | +6.4% |
| 3M | -2.9% | +12.4% | -15.3% | -3.5% |
| 6M | -16.4% | +16.3% | -32.7% | -16.1% |
| All | -16.4% | +19.3% | -35.8% | -16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling