-12.5%
PEP vs BIIB
-19.0%
+6.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.3% |
| 7D | +0.1% | -1.6% | +1.7% | +0.4% |
| 30D | +0.7% | +2.2% | -1.5% | +0.2% |
| 3M | -0.5% | +10.3% | -10.9% | -2.6% |
| 6M | -11.3% | +14.9% | -26.3% | -14.1% |
| YTD | -0.6% | +20.7% | -21.3% | -5.0% |
| 1Y | +1.7% | +50.3% | -48.7% | -8.2% |
| 3Y | -12.5% | -18.0% | +5.5% | -15.0% |
| All | -12.5% | -19.0% | +6.5% | -15.0% |
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 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