+2,304.8%
PEP vs BIIB
+8,395.7%
-6,090.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.2% |
| 7D | +1.0% | +2.4% | -1.3% | +0.9% |
| 30D | +12.6% | +12.9% | -0.3% | +11.7% |
| 3M | +3.1% | +22.6% | -19.4% | +1.7% |
| 6M | -6.3% | +31.7% | -38.0% | -8.1% |
| YTD | +1.9% | +44.8% | -43.0% | -0.8% |
| 1Y | +3.3% | +63.9% | -60.6% | -0.3% |
| 3Y | -4.8% | +13.5% | -18.3% | -6.3% |
| 5Y | +2.0% | -5.6% | +7.7% | +0.9% |
| 10Y | +80.3% | -20.3% | +100.6% | +75.6% |
| All | +2,304.8% | +8,395.7% | -6,090.8% | +1,615.8% |
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 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