+4.3%
BIIB vs NWSA
+123.2%
-118.9%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.9% | -1.9% | -3.1% |
| 7D | -1.6% | -2.6% | +1.0% | -0.7% |
| 30D | +2.2% | +4.6% | -2.4% | +0.7% |
| 3M | +10.3% | +10.2% | +0.1% | +6.6% |
| 6M | +14.9% | +21.6% | -6.7% | +7.3% |
| YTD | +20.7% | +14.6% | +6.1% | +14.3% |
| 1Y | +50.3% | +0.4% | +50.0% | +48.3% |
| 3Y | -18.0% | +45.0% | -62.9% | -29.5% |
| 5Y | -33.9% | +41.3% | -75.2% | -44.3% |
| 10Y | -30.9% | +142.8% | -173.7% | -57.1% |
| All | +4.3% | +123.2% | -118.9% | -32.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling