-44.6%
PNR vs BIIB
+55.8%
-100.4%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +2.0% | +0.5% |
| 7D | -2.4% | +1.1% | -3.4% | -2.5% |
| 30D | -12.8% | +6.9% | -19.6% | -13.4% |
| 3M | -17.0% | +12.4% | -29.4% | -18.0% |
| 6M | -37.4% | +16.3% | -53.7% | -38.6% |
| YTD | -41.6% | +25.5% | -67.1% | -43.8% |
| 1Y | -44.6% | +57.8% | -102.4% | -48.3% |
| All | -44.6% | +55.8% | -100.4% | -48.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling