+1,112.1%
PSX vs BIIB
+76.1%
+1,036.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.4% |
| 7D | +4.5% | +1.1% | +3.5% | +4.3% |
| 30D | +26.6% | +6.9% | +19.7% | +25.1% |
| 3M | +39.3% | +12.4% | +26.9% | +35.9% |
| 6M | +56.8% | +16.3% | +40.6% | +51.7% |
| YTD | +101.8% | +25.5% | +76.3% | +92.2% |
| 1Y | +99.6% | +57.8% | +41.8% | +82.1% |
| 3Y | +140.3% | -17.3% | +157.7% | +142.0% |
| 5Y | +339.3% | -33.8% | +373.1% | +350.5% |
| 10Y | +369.9% | -29.6% | +399.4% | +332.8% |
| All | +1,112.1% | +76.1% | +1,036.0% | +673.2% |
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