+504.4%
NOW vs BIIB
-21.7%
+526.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.9% | -1.8% |
| 7D | -1.7% | +2.7% | -4.3% | -2.2% |
| 30D | -27.4% | +9.4% | -36.8% | -28.7% |
| 3M | -19.4% | +19.9% | -39.4% | -22.4% |
| 6M | +13.1% | +25.6% | -12.5% | +7.6% |
| YTD | -34.3% | +42.3% | -76.6% | -39.3% |
| 1Y | -41.8% | +55.1% | -96.9% | -47.2% |
| 3Y | -20.7% | +11.4% | -32.1% | -24.4% |
| 5Y | -27.2% | -7.4% | -19.8% | -29.4% |
| All | +504.4% | -21.7% | +526.1% | +415.5% |
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 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