+138.6%
NOK vs BIIB
-26.2%
+164.7%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.8% | +4.0% | +4.7% |
| 7D | +11.0% | -1.7% | +12.6% | +11.2% |
| 30D | +7.8% | +4.0% | +3.9% | +7.1% |
| 3M | -21.0% | +8.6% | -29.6% | -22.4% |
| 6M | +40.9% | +14.0% | +26.9% | +37.3% |
| YTD | +72.0% | +23.4% | +48.6% | +65.4% |
| 1Y | +140.9% | +45.9% | +95.0% | +125.2% |
| 3Y | +194.3% | -16.1% | +210.4% | +196.2% |
| 5Y | +112.5% | -27.6% | +140.1% | +114.7% |
| All | +138.6% | -26.2% | +164.7% | +134.8% |
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