-11.8%
PYPL vs BIIB
-19.0%
+7.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.8% | +0.5% | -2.2% |
| 7D | +1.7% | -1.6% | +3.4% | +2.3% |
| 30D | -9.7% | +2.2% | -11.9% | -10.2% |
| 3M | +29.2% | +10.3% | +18.9% | +25.6% |
| 6M | +13.9% | +14.9% | -1.1% | +9.1% |
| YTD | -8.1% | +20.7% | -28.8% | -13.6% |
| 1Y | -21.4% | +50.3% | -71.7% | -31.1% |
| 3Y | -11.8% | -18.0% | +6.1% | -6.6% |
| All | -11.8% | -19.0% | +7.1% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling