-58.5%
PSKY vs BIIB
+437.2%
-495.7%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -1.1% | -3.7% | -4.5% |
| 7D | -24.6% | +3.1% | -27.6% | -25.3% |
| 30D | -36.1% | +7.0% | -43.2% | -37.5% |
| 3M | -39.9% | +3.5% | -43.4% | -40.1% |
| 6M | -39.9% | +3.5% | -43.4% | -40.1% |
| YTD | -39.9% | +3.5% | -43.4% | -40.1% |
| 1Y | -39.9% | +3.5% | -43.4% | -40.1% |
| 3Y | -40.7% | -13.2% | -27.5% | -37.9% |
| 5Y | -80.0% | -17.3% | -62.8% | -79.3% |
| 10Y | -84.4% | -19.9% | -64.5% | -86.4% |
| All | -58.5% | +437.2% | -495.7% | -87.6% |
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