+3,660.2%
NI vs BIIB
+6,983.3%
-3,323.1%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.5% |
| 7D | +2.3% | -1.6% | +3.9% | +2.4% |
| 30D | -1.7% | +2.2% | -3.9% | -1.8% |
| 3M | -8.0% | +10.3% | -18.3% | -8.6% |
| 6M | -8.6% | +14.9% | -23.6% | -9.6% |
| YTD | +2.3% | +20.7% | -18.4% | +0.9% |
| 1Y | +6.9% | +50.3% | -43.4% | +4.0% |
| 3Y | +70.6% | -18.0% | +88.5% | +71.3% |
| 5Y | +96.4% | -33.9% | +130.3% | +98.3% |
| 10Y | +136.1% | -30.9% | +167.1% | +131.9% |
| All | +3,660.2% | +6,983.3% | -3,323.1% | +3,017.4% |
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