+23,916.3%
PH vs BIIB
+8,249.3%
+15,666.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.4% |
| 7D | +7.4% | +2.7% | +4.7% | +7.1% |
| 30D | +0.5% | +9.4% | -9.0% | -0.6% |
| 3M | -10.2% | +19.9% | -30.2% | -12.1% |
| 6M | +8.9% | +25.6% | -16.7% | +5.8% |
| YTD | +9.7% | +42.3% | -32.7% | +4.9% |
| 1Y | +12.8% | +55.1% | -42.3% | +6.9% |
| 3Y | +134.6% | +11.4% | +123.2% | +128.8% |
| 5Y | +204.5% | -7.4% | +211.9% | +200.1% |
| 10Y | +697.5% | -21.5% | +719.1% | +664.6% |
| All | +23,916.3% | +8,249.3% | +15,666.9% | +15,574.8% |
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