+267.6%
PM vs BIIB
-20.7%
+288.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +1.0% | +1.1% |
| 7D | -7.1% | -0.4% | -6.6% | -7.0% |
| 30D | -2.8% | +10.5% | -13.3% | -3.8% |
| 3M | +6.3% | +24.3% | -17.9% | +3.9% |
| 6M | +9.6% | +28.0% | -18.4% | +6.6% |
| YTD | +25.6% | +44.0% | -18.4% | +20.3% |
| 1Y | +29.7% | +58.8% | -29.2% | +22.8% |
| 3Y | +147.6% | +12.7% | +134.8% | +142.0% |
| 5Y | +160.1% | -4.9% | +165.1% | +156.3% |
| All | +267.6% | -20.7% | +288.3% | +265.2% |
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