-42.4%
NIO vs BIIB
-34.7%
-7.8%
-95.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | +0.1% | -1.2% |
| 7D | -13.0% | +1.1% | -14.1% | -13.3% |
| 30D | -18.3% | +6.9% | -25.2% | -19.4% |
| 3M | -33.2% | +12.4% | -45.6% | -35.1% |
| 6M | -21.5% | +16.3% | -37.8% | -24.4% |
| YTD | -25.5% | +25.5% | -51.0% | -29.4% |
| 1Y | -38.0% | +57.8% | -95.8% | -44.0% |
| 3Y | -65.5% | -17.3% | -48.1% | -65.1% |
| 5Y | -90.6% | -33.8% | -56.8% | -90.4% |
| All | -42.4% | -34.7% | -7.8% | -35.3% |
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