+11,529.3%
PCAR vs BIIB
+8,395.7%
+3,133.6%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.3% |
| 7D | +2.9% | +2.4% | +0.6% | +2.6% |
| 30D | -2.1% | +12.9% | -15.1% | -3.7% |
| 3M | -20.4% | +22.6% | -42.9% | -22.5% |
| 6M | -7.0% | +31.7% | -38.7% | -10.6% |
| YTD | -2.6% | +44.8% | -47.5% | -7.8% |
| 1Y | +9.8% | +63.9% | -54.1% | +2.4% |
| 3Y | +37.3% | +13.5% | +23.8% | +33.2% |
| 5Y | +116.4% | -5.6% | +122.1% | +112.2% |
| 10Y | +293.0% | -20.3% | +313.3% | +270.2% |
| All | +11,529.3% | +8,395.7% | +3,133.6% | +6,549.9% |
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