+256.8%
PLD vs BIIB
-18.3%
+275.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.6% | +0.2% | +2.4% |
| 7D | +0.7% | +2.4% | -1.7% | +0.3% |
| 30D | +0.8% | +12.9% | -12.1% | -1.3% |
| 3M | -6.1% | +22.6% | -28.7% | -9.5% |
| 6M | -8.0% | +31.7% | -39.8% | -12.7% |
| YTD | +4.7% | +44.8% | -40.2% | -2.8% |
| 1Y | +7.2% | +63.9% | -56.7% | -2.7% |
| 3Y | +39.2% | +13.5% | +25.8% | +33.1% |
| 5Y | +1.9% | -5.6% | +7.5% | -1.1% |
| 10Y | +256.8% | -20.3% | +277.1% | +227.6% |
| All | +256.8% | -18.3% | +275.1% | +227.6% |
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 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