+45.2%
PL vs BIIB
-3.6%
+48.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +2.6% | +11.9% | +14.0% |
| 7D | +10.9% | +2.4% | +8.5% | +10.5% |
| 30D | -16.4% | +12.9% | -29.3% | -18.2% |
| 3M | -39.9% | +22.6% | -62.5% | -42.3% |
| 6M | -63.2% | +31.7% | -94.9% | -65.3% |
| YTD | -27.1% | +44.8% | -72.0% | -33.2% |
| 1Y | +12.2% | +63.9% | -51.7% | -0.5% |
| 3Y | +584.3% | +13.5% | +570.8% | +555.0% |
| 5Y | +37.0% | -5.6% | +42.6% | +29.5% |
| All | +45.2% | -3.6% | +48.8% | +37.7% |
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