+2,851.2%
PNR vs BIIB
+6,924.3%
-4,073.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | -1.8% |
| 7D | -3.9% | -5.4% | +1.5% | -3.4% |
| 30D | -13.8% | +1.7% | -15.5% | -14.0% |
| 3M | -22.5% | +5.8% | -28.4% | -23.1% |
| 6M | -37.2% | +11.9% | -49.1% | -38.0% |
| YTD | -44.2% | +19.7% | -64.0% | -45.4% |
| 1Y | -46.6% | +46.7% | -93.4% | -48.8% |
| 3Y | -12.5% | -18.6% | +6.1% | -11.7% |
| 5Y | -19.3% | -29.8% | +10.4% | -18.2% |
| 10Y | +67.5% | -28.8% | +96.3% | +63.4% |
| All | +2,851.2% | +6,924.3% | -4,073.1% | +2,039.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling