+51.4%
PYPL vs BIIB
-44.8%
+96.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.6% |
| 7D | +2.7% | +1.1% | +1.6% | +2.5% |
| 30D | -4.9% | +6.9% | -11.8% | -6.4% |
| 3M | +28.9% | +12.4% | +16.5% | +25.2% |
| 6M | +18.2% | +16.3% | +2.0% | +13.6% |
| YTD | -5.0% | +25.5% | -30.5% | -10.7% |
| 1Y | -18.8% | +57.8% | -76.6% | -27.9% |
| 3Y | -12.6% | -17.3% | +4.8% | -10.8% |
| 5Y | -80.8% | -33.8% | -47.0% | -79.9% |
| 10Y | +49.9% | -29.6% | +79.5% | +43.8% |
| All | +51.4% | -44.8% | +96.2% | +45.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling