-56.1%
NIO vs BIIB
-25.0%
-31.0%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +1.2% | -6.1% | -5.2% |
| 7D | -14.5% | +2.0% | -16.5% | -14.8% |
| 30D | -15.0% | +8.8% | -23.8% | -16.4% |
| 3M | -35.6% | +20.3% | -55.8% | -38.0% |
| 6M | -55.7% | +23.9% | -79.6% | -57.8% |
| YTD | -43.1% | +44.0% | -87.1% | -47.6% |
| 1Y | -53.5% | +53.8% | -107.4% | -57.8% |
| 3Y | -59.8% | +13.8% | -73.7% | -61.7% |
| 5Y | -93.2% | -6.3% | -86.9% | -93.4% |
| All | -56.1% | -25.0% | -31.0% | -52.0% |
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