+302.3%
NEM vs BIIB
-26.2%
+328.5%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.5% |
| 7D | -1.0% | -1.7% | +0.7% | -0.9% |
| 30D | +7.8% | +4.0% | +3.9% | +7.5% |
| 3M | +30.2% | +8.6% | +21.6% | +29.3% |
| 6M | +9.6% | +14.0% | -4.4% | +8.3% |
| YTD | +27.8% | +23.4% | +4.4% | +25.5% |
| 1Y | +60.7% | +45.9% | +14.8% | +55.6% |
| 3Y | +245.3% | -16.1% | +261.4% | +246.8% |
| 5Y | +155.3% | -27.6% | +182.9% | +156.2% |
| All | +302.3% | -26.2% | +328.5% | +321.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling