+3,188.4%
NKE vs BIIB
+6,924.3%
-3,735.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.1% | -1.9% |
| 7D | -2.3% | -5.4% | +3.0% | -1.8% |
| 30D | -10.4% | +1.7% | -12.1% | -10.5% |
| 3M | -15.5% | +5.8% | -21.3% | -16.0% |
| 6M | -32.6% | +11.9% | -44.6% | -33.5% |
| YTD | -39.8% | +19.7% | -59.6% | -41.0% |
| 1Y | -47.6% | +46.7% | -94.3% | -49.5% |
| 3Y | -59.0% | -18.6% | -40.4% | -58.6% |
| 5Y | -74.9% | -29.8% | -45.1% | -74.6% |
| 10Y | -21.9% | -28.8% | +6.9% | -23.8% |
| All | +3,188.4% | +6,924.3% | -3,735.9% | +2,194.7% |
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