-35.5%
PSKY vs BIIB
+390.6%
-426.1%
-91.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.8% | +3.2% | +0.5% |
| 7D | +2.4% | -1.6% | +4.0% | +2.8% |
| 30D | +17.5% | +2.2% | +15.3% | +16.8% |
| 3M | +4.4% | +10.3% | -5.9% | +1.3% |
| 6M | -9.0% | +14.9% | -24.0% | -13.2% |
| YTD | -18.6% | +20.7% | -39.3% | -23.8% |
| 1Y | -27.7% | +50.3% | -78.1% | -36.5% |
| 3Y | -16.9% | -18.0% | +1.1% | -14.5% |
| 5Y | -70.3% | -33.9% | -36.4% | -68.4% |
| 10Y | -74.9% | -30.9% | -44.0% | -77.9% |
| All | -35.5% | +390.6% | -426.1% | -80.8% |
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