-20.7%
PSKY vs BIIB
-19.0%
-1.7%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.8% | -4.5% | -5.1% |
| 7D | -6.8% | -5.4% | -1.5% | -5.0% |
| 30D | +10.2% | +1.7% | +8.5% | +9.6% |
| 3M | +0.3% | +5.8% | -5.6% | -2.1% |
| 6M | -7.8% | +11.9% | -19.7% | -12.3% |
| YTD | -23.0% | +19.7% | -42.7% | -29.5% |
| 1Y | -31.6% | +46.7% | -78.4% | -43.3% |
| All | -20.7% | -19.0% | -1.7% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling