+24,096.5%
PH vs BIIB
+8,341.7%
+15,754.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +2.1% | +1.7% | +0.4% | +1.9% |
| 30D | +0.3% | +12.2% | -11.9% | -1.1% |
| 3M | -8.8% | +22.3% | -31.1% | -10.9% |
| 6M | +10.0% | +30.9% | -20.9% | +6.4% |
| YTD | +10.5% | +43.9% | -33.4% | +5.5% |
| 1Y | +15.5% | +62.1% | -46.5% | +8.9% |
| 3Y | +136.4% | +12.7% | +123.7% | +130.2% |
| 5Y | +213.6% | -5.1% | +218.7% | +208.2% |
| 10Y | +713.9% | -21.9% | +735.8% | +680.6% |
| All | +24,096.5% | +8,341.7% | +15,754.9% | +15,673.6% |
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 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