-4.8%
PEP vs BIIB
+9.9%
-14.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | -0.1% |
| 7D | +1.0% | +2.4% | -1.3% | +0.6% |
| 30D | +12.6% | +12.9% | -0.3% | +10.1% |
| 3M | +3.1% | +22.6% | -19.4% | -0.8% |
| 6M | -6.3% | +31.7% | -38.0% | -11.3% |
| YTD | +1.9% | +44.8% | -43.0% | -6.0% |
| 1Y | +3.3% | +63.9% | -60.6% | -7.6% |
| 3Y | -4.8% | +13.5% | -18.3% | -10.8% |
| All | -4.8% | +9.9% | -14.7% | -10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling