+189.8%
NOC vs BIIB
-26.2%
+216.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.1% |
| 7D | +0.8% | -1.7% | +2.4% | +0.9% |
| 30D | -9.7% | +4.0% | -13.7% | -10.1% |
| 3M | -5.6% | +8.6% | -14.2% | -6.7% |
| 6M | -28.6% | +14.0% | -42.6% | -29.9% |
| YTD | -7.9% | +23.4% | -31.3% | -10.5% |
| 1Y | -9.5% | +45.9% | -55.4% | -13.9% |
| 3Y | +28.4% | -16.1% | +44.5% | +29.1% |
| 5Y | +59.0% | -27.6% | +86.5% | +60.7% |
| All | +189.8% | -26.2% | +216.0% | +179.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling