+1,632.9%
PBR vs BIIB
+369.6%
+1,263.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.8% | +7.3% | +4.3% |
| 7D | +2.5% | -1.6% | +4.1% | +2.8% |
| 30D | +19.4% | +2.2% | +17.2% | +18.7% |
| 3M | +20.8% | +10.3% | +10.5% | +17.6% |
| 6M | +23.5% | +14.9% | +8.5% | +18.6% |
| YTD | +83.4% | +20.7% | +62.7% | +73.4% |
| 1Y | +77.6% | +50.3% | +27.2% | +59.3% |
| 3Y | +99.9% | -18.0% | +117.8% | +102.0% |
| 5Y | +567.7% | -33.9% | +601.6% | +586.7% |
| 10Y | +621.5% | -30.9% | +652.5% | +557.9% |
| All | +1,632.9% | +369.6% | +1,263.2% | +810.2% |
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