-28.3%
BIIB vs NVMI
+3,158.6%
-3,186.9%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.6% |
| 7D | -1.7% | -0.1% | -1.6% | -1.7% |
| 30D | +4.0% | -8.4% | +12.4% | +5.1% |
| 3M | +8.6% | -33.6% | +42.2% | +13.9% |
| 6M | +14.0% | -14.7% | +28.7% | +13.9% |
| YTD | +23.4% | +13.2% | +10.2% | +17.0% |
| 1Y | +45.9% | +29.0% | +16.9% | +34.4% |
| 3Y | -16.1% | +215.0% | -231.1% | -39.0% |
| 5Y | -27.6% | +268.6% | -296.1% | -50.7% |
| All | -28.3% | +3,158.6% | -3,186.9% | -68.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 NVMI 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