+2,442.3%
PTC vs BIIB
+7,261.0%
-4,818.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -1.6% | -4.4% | -5.8% |
| 7D | -10.3% | +1.1% | -11.3% | -10.4% |
| 30D | +1.1% | +6.9% | -5.7% | 0.0% |
| 3M | +1.6% | +12.4% | -10.8% | -0.7% |
| 6M | -13.5% | +16.3% | -29.7% | -16.1% |
| YTD | -19.1% | +25.5% | -44.5% | -22.8% |
| 1Y | -33.9% | +57.8% | -91.7% | -39.5% |
| 3Y | -3.9% | -17.3% | +13.4% | -2.7% |
| 5Y | +6.0% | -33.8% | +39.8% | +9.7% |
| 10Y | +223.7% | -29.6% | +253.3% | +205.6% |
| All | +2,442.3% | +7,261.0% | -4,818.7% | +1,043.9% |
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