+2,311.3%
PEP vs BIIB
+8,249.3%
-5,938.1%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | 0.0% | -1.1% |
| 7D | -0.3% | +2.7% | -3.0% | -0.5% |
| 30D | +11.8% | +9.4% | +2.3% | +11.1% |
| 3M | +3.7% | +19.9% | -16.3% | +2.4% |
| 6M | -4.3% | +25.6% | -30.0% | -5.9% |
| YTD | +2.1% | +42.3% | -40.2% | -0.5% |
| 1Y | +2.5% | +55.1% | -52.6% | -0.7% |
| 3Y | -5.0% | +11.4% | -16.5% | -6.4% |
| 5Y | +2.9% | -7.4% | +10.2% | +1.8% |
| 10Y | +87.9% | -21.5% | +109.4% | +83.2% |
| All | +2,311.3% | +8,249.3% | -5,938.1% | +1,622.3% |
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 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