+87.1%
PR vs BIIB
-31.7%
+118.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.6% |
| 7D | -0.6% | -1.6% | +1.1% | -0.5% |
| 30D | +17.4% | +2.2% | +15.2% | +17.1% |
| 3M | +21.8% | +10.3% | +11.4% | +20.4% |
| 6M | +27.6% | +14.9% | +12.7% | +25.5% |
| YTD | +71.4% | +20.7% | +50.7% | +67.6% |
| 1Y | +78.3% | +50.3% | +28.0% | +70.6% |
| 3Y | +85.5% | -18.0% | +103.4% | +84.8% |
| 5Y | +422.7% | -33.9% | +456.6% | +419.3% |
| 10Y | +87.1% | -30.9% | +118.1% | +76.3% |
| All | +87.1% | -31.7% | +118.9% | +76.3% |
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