+1,729.3%
PFE vs BIIB
+8,395.7%
-6,666.3%
-69.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.2% | -0.8% |
| 7D | -3.3% | +2.4% | -5.7% | -3.6% |
| 30D | +4.9% | +12.9% | -8.1% | +3.4% |
| 3M | +10.8% | +22.6% | -11.7% | +8.3% |
| 6M | +17.5% | +31.7% | -14.2% | +13.7% |
| YTD | +25.3% | +44.8% | -19.6% | +19.7% |
| 1Y | +27.7% | +63.9% | -36.2% | +20.4% |
| 3Y | +19.6% | +13.5% | +6.1% | +16.9% |
| 5Y | -19.0% | -5.6% | -13.4% | -20.3% |
| 10Y | +51.8% | -20.3% | +72.1% | +45.2% |
| All | +1,729.3% | +8,395.7% | -6,666.3% | +960.5% |
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