+656.6%
NEM vs BIIB
+6,983.3%
-6,326.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.8% | +3.0% | -0.7% |
| 7D | +3.9% | -1.6% | +5.5% | +3.9% |
| 30D | +12.7% | +2.2% | +10.5% | +12.7% |
| 3M | +28.7% | +10.3% | +18.3% | +28.3% |
| 6M | +9.8% | +14.9% | -5.2% | +9.4% |
| YTD | +28.1% | +20.7% | +7.4% | +27.5% |
| 1Y | +69.3% | +50.3% | +19.0% | +67.6% |
| 3Y | +247.7% | -18.0% | +265.6% | +248.2% |
| 5Y | +153.4% | -33.9% | +187.3% | +154.1% |
| 10Y | +291.3% | -30.9% | +322.2% | +289.7% |
| All | +656.6% | +6,983.3% | -6,326.8% | +681.9% |
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