+116.1%
PG vs BIIB
-26.2%
+142.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.8% | -1.7% | +0.9% | -0.6% |
| 30D | +0.8% | +4.0% | -3.1% | +0.3% |
| 3M | -1.3% | +8.6% | -9.9% | -2.4% |
| 6M | -3.8% | +14.0% | -17.8% | -5.6% |
| YTD | +3.6% | +23.4% | -19.8% | +0.7% |
| 1Y | -5.7% | +45.9% | -51.6% | -10.3% |
| 3Y | +1.6% | -16.1% | +17.7% | +1.9% |
| 5Y | +14.6% | -27.6% | +42.2% | +15.6% |
| All | +116.1% | -26.2% | +142.3% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling