-28.1%
BIIB vs NWSA
+39.0%
-67.2%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.5% |
| 7D | -4.0% | -4.8% | +0.7% | -2.6% |
| 30D | +5.7% | +3.0% | +2.7% | +4.7% |
| 3M | +10.9% | +9.3% | +1.6% | +7.8% |
| 6M | +14.3% | +23.2% | -8.8% | +7.0% |
| YTD | +22.4% | +13.3% | +9.1% | +17.2% |
| 1Y | +51.1% | +2.9% | +48.2% | +48.7% |
| 3Y | -16.8% | +43.3% | -60.1% | -28.3% |
| 5Y | -28.1% | +40.9% | -69.0% | -39.8% |
| All | -28.1% | +39.0% | -67.2% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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