+194.4%
PDD vs BIIB
-38.1%
+232.5%
-87.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.6% | -1.3% |
| 7D | -4.4% | -5.4% | +0.9% | -3.4% |
| 30D | -15.5% | +1.7% | -17.2% | -15.8% |
| 3M | -4.1% | +5.8% | -9.9% | -5.5% |
| 6M | -23.4% | +11.9% | -35.4% | -25.7% |
| YTD | -30.7% | +19.7% | -50.4% | -33.8% |
| 1Y | -37.6% | +46.7% | -84.4% | -43.1% |
| 3Y | -17.5% | -18.6% | +1.1% | -16.5% |
| 5Y | -24.6% | -29.8% | +5.2% | -23.7% |
| All | +194.4% | -38.1% | +232.5% | +202.0% |
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