-40.1%
NCLH vs BIIB
+46.8%
-86.9%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.8% | -2.7% | -3.3% |
| 7D | -4.6% | -5.4% | +0.7% | -3.6% |
| 30D | -19.9% | +1.7% | -21.7% | -20.2% |
| 3M | -22.0% | +5.8% | -27.8% | -23.0% |
| 6M | -28.3% | +11.9% | -40.2% | -30.1% |
| YTD | -33.5% | +19.7% | -53.2% | -36.0% |
| 1Y | -41.5% | +46.7% | -88.2% | -45.9% |
| 3Y | -8.9% | -18.6% | +9.7% | -7.4% |
| 5Y | -40.5% | -29.8% | -10.7% | -39.1% |
| 10Y | -57.0% | -28.8% | -28.1% | -59.1% |
| All | -40.1% | +46.8% | -86.9% | -42.3% |
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 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