+211.8%
PM vs BIIB
-30.8%
+242.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.4% | +0.6% |
| 7D | -1.2% | -5.4% | +4.2% | -0.6% |
| 30D | -0.2% | +1.7% | -1.9% | -0.4% |
| 3M | +4.9% | +5.8% | -0.9% | +4.1% |
| 6M | +9.0% | +11.9% | -2.9% | +7.5% |
| YTD | +17.8% | +19.7% | -2.0% | +15.1% |
| 1Y | +16.8% | +46.7% | -29.9% | +11.6% |
| 3Y | +125.4% | -18.6% | +144.1% | +128.2% |
| 5Y | +128.7% | -29.8% | +158.5% | +132.7% |
| 10Y | +211.8% | -28.8% | +240.7% | +204.9% |
| All | +211.8% | -30.8% | +242.7% | +204.9% |
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