+180.7%
PBF vs BIIB
+50.7%
+130.1%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.7% |
| 7D | +2.3% | -4.0% | +6.4% | +2.4% |
| 30D | +11.6% | +5.7% | +5.9% | +11.5% |
| 3M | +81.7% | +10.9% | +70.8% | +80.1% |
| 6M | +96.4% | +14.3% | +82.1% | +93.7% |
| YTD | +189.5% | +22.4% | +167.1% | +177.1% |
| 1Y | +180.7% | +51.1% | +129.7% | +162.0% |
| All | +180.7% | +50.7% | +130.1% | +162.0% |
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