-7.5%
NOC vs BIIB
+68.6%
-76.1%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.2% | -6.8% | -4.6% |
| 7D | -5.0% | +4.3% | -9.2% | -5.0% |
| 30D | +10.3% | +13.8% | -3.5% | +10.3% |
| 3M | -4.3% | +22.1% | -26.4% | -4.2% |
| 6M | -6.5% | +35.9% | -42.4% | -5.9% |
| YTD | -6.7% | +44.6% | -51.3% | -5.4% |
| 1Y | -7.5% | +70.4% | -77.9% | -10.4% |
| All | -7.5% | +68.6% | -76.1% | -10.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling