+1,737.5%
PFE vs BIIB
+8,341.7%
-6,604.2%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.1% | +0.5% |
| 7D | -0.7% | +1.7% | -2.4% | -0.9% |
| 30D | +5.3% | +12.2% | -6.9% | +4.0% |
| 3M | +10.1% | +22.3% | -12.1% | +7.6% |
| 6M | +18.0% | +30.9% | -12.9% | +14.3% |
| YTD | +25.8% | +43.9% | -18.1% | +20.3% |
| 1Y | +28.4% | +62.1% | -33.6% | +21.2% |
| 3Y | +20.9% | +12.7% | +8.3% | +18.3% |
| 5Y | -21.5% | -5.1% | -16.4% | -22.7% |
| 10Y | +46.2% | -21.9% | +68.1% | +40.2% |
| All | +1,737.5% | +8,341.7% | -6,604.2% | +966.0% |
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