+152.6%
PR vs BIIB
-8.2%
+160.8%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.8% |
| 7D | -16.4% | -2.1% | -14.3% | -16.3% |
| 30D | -1.9% | +11.8% | -13.7% | -2.9% |
| 3M | +8.0% | +20.4% | -12.4% | +6.1% |
| 6M | +4.1% | +30.2% | -26.1% | +1.4% |
| YTD | +58.7% | +41.1% | +17.6% | +53.1% |
| 1Y | +75.8% | +58.4% | +17.4% | +67.8% |
| 3Y | +73.2% | -0.1% | +73.3% | +69.6% |
| 5Y | +230.1% | -10.9% | +241.0% | +222.4% |
| 10Y | +67.4% | -10.3% | +77.7% | +60.5% |
| All | +152.6% | -8.2% | +160.8% | +138.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling