+198.3%
PTC vs BIIB
-30.8%
+229.1%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.4% | -3.1% |
| 7D | -13.6% | -5.4% | -8.2% | -12.8% |
| 30D | -14.7% | +1.7% | -16.4% | -14.9% |
| 3M | -5.9% | +5.8% | -11.7% | -6.9% |
| 6M | -21.1% | +11.9% | -33.1% | -22.9% |
| YTD | -26.0% | +19.7% | -45.8% | -28.6% |
| 1Y | -36.8% | +46.7% | -83.6% | -41.2% |
| 3Y | -10.3% | -18.6% | +8.4% | -9.3% |
| 5Y | +1.2% | -29.8% | +31.0% | +2.7% |
| 10Y | +198.3% | -28.8% | +227.1% | +184.6% |
| All | +198.3% | -30.8% | +229.1% | +184.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling