+79.1%
PEP vs BIIB
-30.8%
+109.9%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.4% | -1.2% |
| 7D | -1.7% | -5.4% | +3.7% | -1.0% |
| 30D | +0.3% | +1.7% | -1.4% | +0.1% |
| 3M | -3.2% | +5.8% | -9.1% | -4.1% |
| 6M | -13.6% | +11.9% | -25.5% | -15.1% |
| YTD | -1.9% | +19.7% | -21.6% | -4.6% |
| 1Y | -0.6% | +46.7% | -47.4% | -6.0% |
| 3Y | -13.6% | -18.6% | +5.0% | -13.1% |
| 5Y | +3.2% | -29.8% | +33.0% | +4.2% |
| 10Y | +79.1% | -28.8% | +107.9% | +74.3% |
| All | +79.1% | -30.8% | +109.9% | +74.3% |
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