+125.1%
PM vs BIIB
-35.6%
+160.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.6% |
| 7D | -1.3% | -1.6% | +0.3% | -1.2% |
| 30D | -2.6% | +2.2% | -4.7% | -2.8% |
| 3M | +5.8% | +10.3% | -4.5% | +4.7% |
| 6M | +10.6% | +14.9% | -4.4% | +8.8% |
| YTD | +17.2% | +20.7% | -3.6% | +14.6% |
| 1Y | +17.6% | +50.3% | -32.7% | +12.5% |
| 3Y | +124.3% | -18.0% | +142.2% | +129.0% |
| 5Y | +125.1% | -33.9% | +159.0% | +143.2% |
| All | +125.1% | -35.6% | +160.7% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling