+45.6%
PRU vs BIIB
-35.6%
+81.2%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.8% | +1.6% | -1.5% |
| 7D | +1.9% | -1.6% | +3.6% | +2.2% |
| 30D | -0.4% | +2.2% | -2.6% | -0.9% |
| 3M | +16.4% | +10.3% | +6.1% | +13.9% |
| 6M | +26.0% | +14.9% | +11.1% | +21.9% |
| YTD | +9.9% | +20.7% | -10.8% | +4.9% |
| 1Y | +18.8% | +50.3% | -31.6% | +7.9% |
| 3Y | +45.3% | -18.0% | +63.3% | +45.0% |
| 5Y | +45.6% | -33.9% | +79.5% | +49.9% |
| All | +45.6% | -35.6% | +81.2% | +49.9% |
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