-17.5%
PINS vs BIIB
-6.5%
-11.0%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.8% | +2.5% | -0.4% |
| 7D | -5.2% | -1.6% | -3.6% | -4.9% |
| 30D | -14.9% | +2.2% | -17.1% | -15.4% |
| 3M | -8.4% | +10.3% | -18.7% | -10.8% |
| 6M | +0.6% | +14.9% | -14.3% | -3.1% |
| YTD | -22.2% | +20.7% | -43.0% | -26.5% |
| 1Y | -46.9% | +50.3% | -97.3% | -52.7% |
| 3Y | -26.9% | -18.0% | -8.9% | -25.6% |
| 5Y | -63.0% | -33.9% | -29.1% | -61.6% |
| All | -17.5% | -6.5% | -11.0% | -19.8% |
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 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