+1,381.0%
NET vs BIIB
+9.7%
+1,371.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.2% | -4.8% | -3.0% |
| 7D | -16.4% | +4.3% | -20.6% | -17.1% |
| 30D | -25.8% | +13.8% | -39.7% | -27.9% |
| 3M | -11.5% | +22.1% | -33.6% | -15.3% |
| 6M | +18.9% | +35.9% | -17.0% | +10.5% |
| YTD | +35.2% | +44.6% | -9.4% | +23.3% |
| 1Y | +14.5% | +70.4% | -55.9% | +0.4% |
| 3Y | +313.8% | +2.0% | +311.8% | +301.4% |
| 5Y | +32.6% | -9.3% | +41.8% | +28.8% |
| All | +1,381.0% | +9.7% | +1,371.3% | +1,384.0% |
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