+3.9%
PEP vs BIIB
-35.6%
+39.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.8% | +4.4% | +1.2% |
| 7D | +0.1% | -1.6% | +1.7% | +0.3% |
| 30D | +0.7% | +2.2% | -1.5% | +0.3% |
| 3M | -0.5% | +10.3% | -10.9% | -2.2% |
| 6M | -11.3% | +14.9% | -26.3% | -13.6% |
| YTD | -0.6% | +20.7% | -21.3% | -4.1% |
| 1Y | +1.7% | +50.3% | -48.7% | -5.7% |
| 3Y | -12.5% | -18.0% | +5.5% | -13.0% |
| 5Y | +3.9% | -33.9% | +37.8% | +7.4% |
| All | +3.9% | -35.6% | +39.5% | +7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling