+32.5%
PFE vs BIIB
-26.8%
+59.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | -4.0% | -4.0% | 0.0% | -3.4% |
| 30D | +3.9% | +5.7% | -1.8% | +2.9% |
| 3M | +9.9% | +10.9% | -1.0% | +7.8% |
| 6M | +5.3% | +14.3% | -9.0% | +2.6% |
| YTD | +16.8% | +22.4% | -5.6% | +12.3% |
| 1Y | +20.4% | +51.1% | -30.6% | +11.9% |
| 3Y | -2.1% | -16.8% | +14.7% | -1.8% |
| 5Y | -21.0% | -28.1% | +7.2% | -20.3% |
| All | +32.5% | -26.8% | +59.2% | +25.9% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling