+1,654.9%
PFE vs BIIB
+7,261.0%
-5,606.1%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.6% | +0.4% | -1.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.6% |
| 30D | +10.2% | +6.9% | +3.4% | +9.4% |
| 3M | +12.7% | +12.4% | +0.3% | +11.1% |
| 6M | +10.5% | +16.3% | -5.7% | +8.4% |
| YTD | +20.2% | +25.5% | -5.3% | +16.8% |
| 1Y | +24.1% | +57.8% | -33.7% | +17.5% |
| 3Y | -3.6% | -17.3% | +13.8% | -2.4% |
| 5Y | -20.9% | -33.8% | +12.9% | -19.1% |
| 10Y | +35.8% | -29.6% | +65.4% | +31.8% |
| All | +1,654.9% | +7,261.0% | -5,606.1% | +934.2% |
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