+78.7%
PR vs BIIB
-20.9%
+99.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.8% |
| 7D | -0.5% | -0.4% | -0.1% | -0.4% |
| 30D | -4.6% | +10.5% | -15.1% | -5.5% |
| 3M | +4.7% | +24.3% | -19.6% | +2.5% |
| 6M | +12.4% | +28.0% | -15.6% | +9.5% |
| YTD | +62.9% | +44.0% | +18.9% | +56.4% |
| 1Y | +70.6% | +58.8% | +11.8% | +62.3% |
| 3Y | +90.0% | +12.7% | +77.3% | +84.2% |
| 5Y | +255.5% | -4.9% | +260.5% | +245.9% |
| 10Y | +78.7% | -20.6% | +99.4% | +47.7% |
| All | +78.7% | -20.9% | +99.6% | +47.7% |
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