-31.8%
PNR vs BIIB
+68.6%
-100.4%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.2% | +1.1% | +3.0% |
| 7D | +11.9% | +4.3% | +7.6% | +11.3% |
| 30D | +37.1% | +13.8% | +23.3% | +34.9% |
| 3M | +5.7% | +22.1% | -16.4% | +3.2% |
| 6M | -5.7% | +35.9% | -41.6% | -9.2% |
| YTD | -29.8% | +44.6% | -74.4% | -34.3% |
| 1Y | -31.8% | +70.4% | -102.2% | -39.4% |
| All | -31.8% | +68.6% | -100.4% | -39.4% |
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