+84.9%
PR vs BIIB
+12.4%
+72.5%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.6% | +1.0% |
| 7D | -9.5% | +1.7% | -11.2% | -9.8% |
| 30D | -5.7% | +12.2% | -17.9% | -7.6% |
| 3M | +3.0% | +22.3% | -19.3% | -0.8% |
| 6M | +11.8% | +30.9% | -19.1% | +5.7% |
| YTD | +58.5% | +43.9% | +14.6% | +45.5% |
| 1Y | +69.9% | +62.1% | +7.8% | +51.0% |
| 3Y | +84.9% | +12.7% | +72.2% | +67.7% |
| All | +84.9% | +12.4% | +72.5% | +67.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling