+54.4%
PYPL vs BIIB
-20.7%
+75.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +0.1% | +2.0% | -2.0% | -0.4% |
| 30D | +5.7% | +8.8% | -3.2% | +3.4% |
| 3M | -1.9% | +20.3% | -22.2% | -6.4% |
| 6M | +31.8% | +23.9% | +7.9% | +24.5% |
| YTD | +2.4% | +44.0% | -41.5% | -7.2% |
| 1Y | -8.2% | +53.8% | -62.1% | -18.3% |
| 3Y | +10.2% | +13.8% | -3.6% | +3.9% |
| 5Y | -71.2% | -6.3% | -64.9% | -72.1% |
| All | +54.4% | -20.7% | +75.2% | +41.4% |
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 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