+104.3%
PBR vs BIIB
-17.2%
+121.5%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | -0.1% | +2.0% |
| 7D | +4.2% | -4.0% | +8.3% | +4.5% |
| 30D | +22.7% | +5.7% | +17.1% | +22.2% |
| 3M | +21.5% | +10.9% | +10.6% | +20.3% |
| 6M | +24.0% | +14.3% | +9.7% | +22.2% |
| YTD | +88.2% | +22.4% | +65.8% | +83.0% |
| 1Y | +74.8% | +51.1% | +23.8% | +63.8% |
| All | +104.3% | -17.2% | +121.5% | +103.8% |
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