+557.6%
PL vs BIIB
+12.4%
+545.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.6% |
| 7D | +5.6% | +1.7% | +3.9% | +5.5% |
| 30D | -16.9% | +12.2% | -29.1% | -18.1% |
| 3M | -38.2% | +22.3% | -60.5% | -39.9% |
| 6M | -63.4% | +30.9% | -94.4% | -64.9% |
| YTD | -27.6% | +43.9% | -71.5% | -32.3% |
| 1Y | +6.6% | +62.1% | -55.5% | -5.0% |
| 3Y | +557.6% | +12.7% | +544.9% | +645.6% |
| All | +557.6% | +12.4% | +545.2% | +645.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling