+95.5%
PEP vs BIIB
-20.7%
+116.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +1.1% | +2.1% |
| 7D | +2.9% | +2.0% | +0.9% | +2.6% |
| 30D | +12.5% | +8.8% | +3.7% | +11.3% |
| 3M | +4.5% | +20.3% | -15.8% | +2.0% |
| 6M | -0.5% | +23.9% | -24.4% | -3.4% |
| YTD | +4.4% | +44.0% | -39.6% | -0.9% |
| 1Y | +4.4% | +53.8% | -49.5% | -1.9% |
| 3Y | -3.4% | +13.8% | -17.2% | -6.8% |
| 5Y | +5.2% | -6.3% | +11.5% | +2.5% |
| All | +95.5% | -20.7% | +116.3% | +91.1% |
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