+11,763.3%
NOC vs BIIB
+6,983.3%
+4,779.9%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.8% | +4.5% | +0.9% |
| 7D | -2.7% | -1.6% | -1.1% | -2.6% |
| 30D | -8.9% | +2.2% | -11.1% | -9.0% |
| 3M | -3.7% | +10.3% | -14.0% | -4.4% |
| 6M | -30.8% | +14.9% | -45.7% | -31.6% |
| YTD | -7.9% | +20.7% | -28.7% | -9.3% |
| 1Y | -9.4% | +50.3% | -59.8% | -12.1% |
| 3Y | +29.0% | -18.0% | +46.9% | +29.5% |
| 5Y | +56.1% | -33.9% | +90.0% | +57.6% |
| 10Y | +186.3% | -30.9% | +217.2% | +181.0% |
| All | +11,763.3% | +6,983.3% | +4,779.9% | +9,706.6% |
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