+304.1%
PBF vs BIIB
+66.0%
+238.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.7% | +5.8% |
| 7D | -4.0% | -0.4% | -3.6% | -3.8% |
| 30D | -18.0% | +10.5% | -28.4% | -19.9% |
| 3M | +0.9% | +24.3% | -23.4% | -4.3% |
| 6M | +65.7% | +28.0% | +37.7% | +54.8% |
| YTD | +161.9% | +44.0% | +117.9% | +136.3% |
| 1Y | +77.8% | +58.8% | +19.0% | +56.7% |
| 3Y | +74.9% | +12.7% | +62.1% | +64.6% |
| 5Y | +423.4% | -4.9% | +428.3% | +400.8% |
| 10Y | +255.2% | -20.6% | +275.8% | +216.2% |
| All | +304.1% | +66.0% | +238.0% | +139.4% |
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