+1,449.6%
NET vs BIIB
-4.8%
+1,454.4%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.3% | -1.6% |
| 7D | -7.0% | +1.1% | -8.0% | -7.2% |
| 30D | -4.8% | +6.9% | -11.7% | -6.1% |
| 3M | +3.8% | +12.4% | -8.6% | +0.9% |
| 6M | +50.0% | +16.3% | +33.8% | +44.1% |
| YTD | +41.5% | +25.5% | +16.0% | +33.1% |
| 1Y | +32.8% | +57.8% | -25.0% | +18.3% |
| 3Y | +335.9% | -17.3% | +353.2% | +343.6% |
| 5Y | +113.8% | -33.8% | +147.6% | +119.3% |
| All | +1,449.6% | -4.8% | +1,454.4% | +1,501.5% |
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