+341.8%
PBF vs BIIB
-26.2%
+368.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | +5.3% | -1.7% | +7.0% | +5.7% |
| 30D | +11.7% | +4.0% | +7.8% | +10.7% |
| 3M | +91.1% | +8.6% | +82.5% | +86.5% |
| 6M | +88.4% | +14.0% | +74.4% | +80.9% |
| YTD | +194.1% | +23.4% | +170.7% | +176.2% |
| 1Y | +180.4% | +45.9% | +134.5% | +152.8% |
| 3Y | +59.3% | -16.1% | +75.4% | +60.3% |
| 5Y | +816.3% | -27.6% | +843.8% | +832.3% |
| All | +341.8% | -26.2% | +368.0% | +306.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling