+807.9%
PRU vs BIIB
+278.7%
+529.2%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.8% | -0.4% | -2.4% | -2.7% |
| 30D | +8.5% | +10.5% | -1.9% | +5.7% |
| 3M | +1.7% | +24.3% | -22.5% | -4.1% |
| 6M | +24.8% | +28.0% | -3.3% | +15.9% |
| YTD | +13.3% | +44.0% | -30.7% | +1.2% |
| 1Y | +21.4% | +58.8% | -37.4% | +5.5% |
| 3Y | +54.8% | +12.7% | +42.1% | +45.1% |
| 5Y | +42.4% | -4.9% | +47.3% | +35.3% |
| 10Y | +98.4% | -20.6% | +119.0% | +67.6% |
| All | +807.9% | +278.7% | +529.2% | +228.3% |
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