+2,232.8%
PEP vs BIIB
+7,261.0%
-5,028.2%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +1.0% | -0.6% |
| 7D | -1.4% | +1.1% | -2.5% | -1.5% |
| 30D | +0.2% | +6.9% | -6.6% | -0.2% |
| 3M | -1.1% | +12.4% | -13.5% | -1.9% |
| 6M | -13.5% | +16.3% | -29.7% | -14.5% |
| YTD | -1.2% | +25.5% | -26.7% | -2.9% |
| 1Y | -1.6% | +57.8% | -59.4% | -4.7% |
| 3Y | -12.5% | -17.3% | +4.8% | -12.1% |
| 5Y | +3.0% | -33.8% | +36.8% | +4.1% |
| 10Y | +73.9% | -29.6% | +103.5% | +70.7% |
| All | +2,232.8% | +7,261.0% | -5,028.2% | +1,580.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling