+70.3%
PR vs BIIB
-21.3%
+91.6%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | -9.5% | +1.7% | -11.2% | -9.7% |
| 30D | -5.7% | +12.2% | -17.9% | -6.7% |
| 3M | +3.0% | +22.3% | -19.3% | +0.9% |
| 6M | +11.8% | +30.9% | -19.1% | +8.6% |
| YTD | +58.5% | +43.9% | +14.6% | +52.2% |
| 1Y | +69.9% | +62.1% | +7.8% | +61.3% |
| 3Y | +84.9% | +12.7% | +72.2% | +79.2% |
| 5Y | +246.4% | -5.1% | +251.6% | +237.1% |
| 10Y | +70.3% | -21.9% | +92.2% | +39.9% |
| All | +70.3% | -21.3% | +91.6% | +39.9% |
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