+662.0%
PBR vs BIIB
-26.2%
+688.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.0% |
| 7D | +5.4% | -1.7% | +7.0% | +5.6% |
| 30D | +22.9% | +4.0% | +18.9% | +22.1% |
| 3M | +19.6% | +8.6% | +11.0% | +17.8% |
| 6M | +16.5% | +14.0% | +2.5% | +13.5% |
| YTD | +86.7% | +23.4% | +63.3% | +79.0% |
| 1Y | +74.7% | +45.9% | +28.8% | +62.8% |
| 3Y | +102.6% | -16.1% | +118.7% | +103.5% |
| 5Y | +566.6% | -27.6% | +594.2% | +575.0% |
| All | +662.0% | -26.2% | +688.2% | +612.6% |
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