-59.2%
NKE vs BIIB
-16.5%
-42.7%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -4.2% | -1.7% | -2.5% | -3.8% |
| 30D | -8.2% | +4.0% | -12.2% | -9.1% |
| 3M | -19.1% | +8.6% | -27.7% | -21.1% |
| 6M | -32.6% | +14.0% | -46.6% | -35.4% |
| YTD | -40.7% | +23.4% | -64.1% | -44.8% |
| 1Y | -48.9% | +45.9% | -94.8% | -55.1% |
| 3Y | -59.2% | -16.1% | -43.1% | -62.3% |
| All | -59.2% | -16.5% | -42.7% | -62.3% |
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 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