+134.6%
PRU vs BIIB
-30.8%
+165.4%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | -1.9% | -5.4% | +3.5% | -1.1% |
| 30D | -2.6% | +1.7% | -4.3% | -2.9% |
| 3M | +14.7% | +5.8% | +8.9% | +13.5% |
| 6M | +25.7% | +11.9% | +13.7% | +23.0% |
| YTD | +8.3% | +19.7% | -11.5% | +4.7% |
| 1Y | +17.3% | +46.7% | -29.4% | +9.8% |
| 3Y | +43.2% | -18.6% | +61.8% | +44.2% |
| 5Y | +43.5% | -29.8% | +73.3% | +45.4% |
| 10Y | +134.6% | -28.8% | +163.4% | +118.9% |
| All | +134.6% | -30.8% | +165.4% | +118.9% |
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