-81.6%
PYPL vs BIIB
-34.6%
-47.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | -4.3% | -5.4% | +1.0% | -2.5% |
| 30D | -11.5% | +1.7% | -13.2% | -11.9% |
| 3M | +26.1% | +5.8% | +20.3% | +23.5% |
| 6M | +13.7% | +11.9% | +1.7% | +8.8% |
| YTD | -9.8% | +19.7% | -29.6% | -16.1% |
| 1Y | -22.1% | +46.7% | -68.8% | -32.8% |
| 3Y | -13.5% | -18.6% | +5.1% | -9.7% |
| 5Y | -81.6% | -29.8% | -51.8% | -80.3% |
| All | -81.6% | -34.6% | -47.1% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling