+106.6%
PCAR vs BIIB
-11.1%
+117.8%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.8% | -4.2% | -2.8% |
| 7D | +0.1% | -2.1% | +2.1% | +0.5% |
| 30D | -4.6% | +11.8% | -16.4% | -6.8% |
| 3M | -22.6% | +20.4% | -43.0% | -25.6% |
| 6M | -12.0% | +30.2% | -42.2% | -17.3% |
| YTD | -6.1% | +41.1% | -47.2% | -13.8% |
| 1Y | +6.3% | +58.4% | -52.1% | -5.0% |
| 3Y | +31.8% | -0.1% | +31.9% | +25.4% |
| All | +106.6% | -11.1% | +117.8% | +95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling