+285.9%
PCAR vs BIIB
-21.7%
+307.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.5% |
| 7D | +2.1% | +2.7% | -0.6% | +1.7% |
| 30D | -1.2% | +9.4% | -10.6% | -2.5% |
| 3M | -18.6% | +19.9% | -38.5% | -20.7% |
| 6M | -5.1% | +25.6% | -30.7% | -8.4% |
| YTD | -1.8% | +42.3% | -44.1% | -7.2% |
| 1Y | +10.6% | +55.1% | -44.5% | +3.3% |
| 3Y | +34.9% | +11.4% | +23.5% | +29.8% |
| 5Y | +114.0% | -7.4% | +121.3% | +107.8% |
| All | +285.9% | -21.7% | +307.6% | +231.1% |
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