+39.0%
PYPL vs BIIB
-26.8%
+65.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.2% | 0.0% | +1.6% |
| 7D | -5.9% | -4.0% | -1.9% | -5.0% |
| 30D | -9.4% | +5.7% | -15.1% | -10.6% |
| 3M | +31.3% | +10.9% | +20.4% | +27.9% |
| 6M | +19.1% | +14.3% | +4.8% | +14.8% |
| YTD | -7.9% | +22.4% | -30.3% | -12.9% |
| 1Y | -17.9% | +51.1% | -68.9% | -26.5% |
| 3Y | -11.6% | -16.8% | +5.2% | -9.9% |
| 5Y | -81.0% | -28.1% | -52.9% | -80.5% |
| All | +39.0% | -26.8% | +65.8% | +32.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling