+55.7%
PBF vs BIIB
-19.0%
+74.7%
-76.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | +1.4% | -5.4% | +6.7% | +2.5% |
| 30D | +15.8% | +1.7% | +14.1% | +15.3% |
| 3M | +90.3% | +5.8% | +84.4% | +86.4% |
| 6M | +102.8% | +11.9% | +90.9% | +94.7% |
| YTD | +187.3% | +19.7% | +167.6% | +168.2% |
| 1Y | +161.8% | +46.7% | +115.1% | +128.7% |
| All | +55.7% | -19.0% | +74.7% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling