+36.1%
PYPL vs BIIB
-28.4%
+64.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.7% |
| 7D | -4.3% | -5.4% | +1.0% | -3.0% |
| 30D | -11.5% | +1.7% | -13.2% | -11.8% |
| 3M | +26.1% | +5.8% | +20.3% | +24.3% |
| 6M | +13.7% | +11.9% | +1.7% | +10.2% |
| YTD | -9.8% | +19.7% | -29.6% | -14.3% |
| 1Y | -22.1% | +46.7% | -68.8% | -29.7% |
| 3Y | -13.5% | -18.6% | +5.1% | -11.4% |
| 5Y | -81.6% | -29.8% | -51.8% | -81.0% |
| All | +36.1% | -28.4% | +64.4% | +30.3% |
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