-54.4%
NIO vs BIIB
+9.9%
-64.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | -0.2% |
| 7D | +6.9% | +2.4% | +4.5% | +6.1% |
| 30D | -4.7% | +12.9% | -17.7% | -8.6% |
| 3M | -28.1% | +22.6% | -50.6% | -32.9% |
| 6M | -41.7% | +31.7% | -73.5% | -47.4% |
| YTD | -33.1% | +44.8% | -78.0% | -42.2% |
| 1Y | -50.3% | +63.9% | -114.2% | -59.3% |
| 3Y | -54.4% | +13.5% | -67.8% | -58.0% |
| All | -54.4% | +9.9% | -64.2% | -58.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling