+2.1%
PEP vs BIIB
+55.0%
-53.0%
-25.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | +2.7% | -3.0% | -0.6% |
| 30D | +11.8% | +9.4% | +2.3% | +10.9% |
| 3M | +3.7% | +19.9% | -16.3% | +2.1% |
| 6M | -4.3% | +25.6% | -30.0% | -6.1% |
| YTD | +2.1% | +42.3% | -40.2% | +0.2% |
| All | +2.1% | +55.0% | -53.0% | -0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling