-9.5%
NOC vs BIIB
+51.4%
-60.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | 0.0% |
| 7D | +0.8% | -1.7% | +2.4% | +0.8% |
| 30D | -9.7% | +4.0% | -13.7% | -9.7% |
| 3M | -5.6% | +8.6% | -14.2% | -5.6% |
| 6M | -28.6% | +14.0% | -42.6% | -28.4% |
| YTD | -7.9% | +23.4% | -31.3% | -7.4% |
| 1Y | -9.5% | +45.9% | -55.4% | -9.9% |
| All | -9.5% | +51.4% | -60.9% | -9.9% |
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