-14.8%
PNR vs BIIB
-16.5%
+1.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.4% |
| 7D | -6.0% | -1.7% | -4.4% | -5.7% |
| 30D | -14.0% | +4.0% | -17.9% | -14.7% |
| 3M | -21.7% | +8.6% | -30.3% | -23.3% |
| 6M | -37.3% | +14.0% | -51.3% | -39.5% |
| YTD | -45.1% | +23.4% | -68.5% | -48.4% |
| 1Y | -49.1% | +45.9% | -95.0% | -54.5% |
| 3Y | -14.8% | -16.1% | +1.3% | -14.2% |
| All | -14.8% | -16.5% | +1.7% | -14.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling