+1,671.5%
PPL vs BIIB
+7,261.0%
-5,589.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | +0.1% |
| 7D | +2.7% | +1.1% | +1.6% | +2.6% |
| 30D | +0.5% | +6.9% | -6.4% | +0.1% |
| 3M | +0.7% | +12.4% | -11.8% | 0.0% |
| 6M | -7.6% | +16.3% | -23.9% | -8.5% |
| YTD | +1.8% | +25.5% | -23.7% | +0.4% |
| 1Y | -0.8% | +57.8% | -58.6% | -3.4% |
| 3Y | +56.9% | -17.3% | +74.2% | +57.4% |
| 5Y | +39.5% | -33.8% | +73.3% | +40.7% |
| 10Y | +55.4% | -29.6% | +85.0% | +52.8% |
| All | +1,671.5% | +7,261.0% | -5,589.5% | +1,396.6% |
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