-90.1%
NIO vs BIIB
-35.6%
-54.4%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | +1.1% |
| 7D | -6.7% | -1.6% | -5.0% | -6.2% |
| 30D | -20.0% | +2.2% | -22.2% | -20.8% |
| 3M | -30.5% | +10.3% | -40.8% | -33.6% |
| 6M | -20.7% | +14.9% | -35.7% | -25.9% |
| YTD | -25.7% | +20.7% | -46.4% | -32.0% |
| 1Y | -38.6% | +50.3% | -88.9% | -48.8% |
| 3Y | -62.3% | -18.0% | -44.3% | -60.6% |
| 5Y | -90.1% | -33.9% | -56.1% | -90.5% |
| All | -90.1% | -35.6% | -54.4% | -90.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling