+12,491.9%
NOC vs BIIB
+8,346.7%
+4,145.2%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -0.9% | +0.2% |
| 7D | +4.8% | +2.0% | +2.8% | +4.7% |
| 30D | +11.0% | +8.8% | +2.2% | +10.4% |
| 3M | -3.8% | +20.3% | -24.1% | -5.0% |
| 6M | +0.6% | +23.9% | -23.2% | -0.9% |
| YTD | -2.3% | +44.0% | -46.3% | -4.8% |
| 1Y | +0.3% | +53.8% | -53.6% | -2.8% |
| 3Y | +24.6% | +13.8% | +10.8% | +22.5% |
| 5Y | +66.0% | -6.3% | +72.3% | +64.0% |
| 10Y | +161.2% | -20.6% | +181.8% | +154.0% |
| All | +12,491.9% | +8,346.7% | +4,145.2% | +10,190.5% |
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