+24,031.8%
PH vs BIIB
+7,261.0%
+16,770.8%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.6% | +1.4% | 0.0% |
| 7D | -3.1% | +1.1% | -4.1% | -3.2% |
| 30D | -3.2% | +6.9% | -10.1% | -4.0% |
| 3M | +10.6% | +12.4% | -1.8% | +8.9% |
| 6M | -2.1% | +16.3% | -18.4% | -4.1% |
| YTD | +10.2% | +25.5% | -15.3% | +7.0% |
| 1Y | +28.2% | +57.8% | -29.6% | +21.3% |
| 3Y | +134.9% | -17.3% | +152.2% | +136.8% |
| 5Y | +253.6% | -33.8% | +287.4% | +261.2% |
| 10Y | +804.7% | -29.6% | +834.3% | +778.6% |
| All | +24,031.8% | +7,261.0% | +16,770.8% | +15,888.0% |
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