+455.3%
PL vs BIIB
-0.5%
+455.8%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | +1.8% | +8.6% | +10.1% |
| 7D | -6.8% | -2.1% | -4.8% | -6.5% |
| 30D | -29.3% | +11.8% | -41.1% | -30.4% |
| 3M | -44.8% | +20.4% | -65.2% | -46.3% |
| 6M | -68.4% | +30.2% | -98.6% | -69.7% |
| YTD | -36.4% | +41.1% | -77.5% | -40.7% |
| 1Y | +0.7% | +58.4% | -57.7% | -10.6% |
| 3Y | +455.3% | -0.1% | +455.4% | +540.1% |
| All | +455.3% | -0.5% | +455.8% | +540.1% |
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