+1,771.3%
PPG vs BIIB
+6,924.3%
-5,153.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.3% |
| 7D | -3.7% | -5.4% | +1.6% | -3.3% |
| 30D | -7.2% | +1.7% | -8.9% | -7.4% |
| 3M | -7.3% | +5.8% | -13.2% | -7.9% |
| 6M | +0.3% | +11.9% | -11.7% | -1.0% |
| YTD | +6.5% | +19.7% | -13.2% | +4.5% |
| 1Y | +0.5% | +46.7% | -46.2% | -3.2% |
| 3Y | -15.3% | -18.6% | +3.3% | -14.5% |
| 5Y | -22.9% | -29.8% | +6.9% | -21.9% |
| 10Y | +28.4% | -28.8% | +57.2% | +25.0% |
| All | +1,771.3% | +6,924.3% | -5,153.1% | +1,301.6% |
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