+415.3%
PR vs BIIB
-33.3%
+448.6%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +2.9% | +1.1% | +1.8% | +2.6% |
| 30D | +18.0% | +6.9% | +11.2% | +16.2% |
| 3M | +16.9% | +12.4% | +4.5% | +13.2% |
| 6M | +28.2% | +16.3% | +11.9% | +22.7% |
| YTD | +69.3% | +25.5% | +43.9% | +58.3% |
| 1Y | +69.5% | +57.8% | +11.7% | +48.8% |
| 3Y | +81.7% | -17.3% | +99.0% | +82.8% |
| All | +415.3% | -33.3% | +448.6% | +463.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling