+215.2%
PODD vs BIIB
-26.2%
+241.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.8% | -2.8% | -2.2% |
| 7D | -10.5% | -1.7% | -8.9% | -10.3% |
| 30D | -9.0% | +4.0% | -13.0% | -9.6% |
| 3M | -11.5% | +8.6% | -20.1% | -12.9% |
| 6M | -44.7% | +14.0% | -58.7% | -46.3% |
| YTD | -53.6% | +23.4% | -77.0% | -55.7% |
| 1Y | -61.0% | +45.9% | -106.8% | -63.9% |
| 3Y | -24.7% | -16.1% | -8.6% | -23.7% |
| 5Y | -55.5% | -27.6% | -27.9% | -54.8% |
| All | +215.2% | -26.2% | +241.4% | +208.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling