-43.9%
NIO vs BIIB
-37.6%
-6.3%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.8% | -1.5% | -2.2% |
| 7D | -4.1% | -5.4% | +1.2% | -3.1% |
| 30D | -23.2% | +1.7% | -25.0% | -23.6% |
| 3M | -29.9% | +5.8% | -35.8% | -31.0% |
| 6M | -25.1% | +11.9% | -37.0% | -27.3% |
| YTD | -27.5% | +19.7% | -47.2% | -30.6% |
| 1Y | -41.1% | +46.7% | -87.8% | -46.0% |
| 3Y | -63.1% | -18.6% | -44.5% | -62.6% |
| 5Y | -90.4% | -29.8% | -60.6% | -90.2% |
| All | -43.9% | -37.6% | -6.3% | -36.4% |
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 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