+250.5%
NEM vs BIIB
-19.0%
+269.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.4% |
| 7D | +3.1% | -5.4% | +8.4% | +3.8% |
| 30D | +10.0% | +1.7% | +8.3% | +9.8% |
| 3M | +30.9% | +5.8% | +25.0% | +29.7% |
| 6M | +10.5% | +11.9% | -1.4% | +8.4% |
| YTD | +29.7% | +19.7% | +10.0% | +25.5% |
| 1Y | +71.1% | +46.7% | +24.4% | +58.7% |
| All | +250.5% | -19.0% | +269.5% | +316.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling