+169.5%
PR vs BIIB
-18.4%
+187.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.5% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | +18.0% | +6.9% | +11.2% | +17.3% |
| 3M | +16.9% | +12.4% | +4.5% | +15.4% |
| 6M | +28.2% | +16.3% | +11.9% | +26.1% |
| YTD | +69.3% | +25.5% | +43.9% | +65.2% |
| 1Y | +69.5% | +57.8% | +11.7% | +61.8% |
| 3Y | +81.7% | -17.3% | +99.0% | +80.8% |
| 5Y | +422.2% | -33.8% | +456.1% | +417.5% |
| 10Y | +110.4% | -29.6% | +139.9% | +102.9% |
| All | +169.5% | -18.4% | +187.9% | +157.8% |
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