+1,065.2%
NRG vs BIIB
-26.2%
+1,091.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.7% | -1.7% | -3.0% | -4.5% |
| 30D | -6.0% | +4.0% | -9.9% | -6.4% |
| 3M | -8.0% | +8.6% | -16.5% | -9.1% |
| 6M | -23.2% | +14.0% | -37.2% | -24.7% |
| YTD | -28.1% | +23.4% | -51.4% | -30.3% |
| 1Y | -27.3% | +45.9% | -73.2% | -31.1% |
| 3Y | +208.7% | -16.1% | +224.8% | +208.8% |
| 5Y | +197.7% | -27.6% | +225.2% | +199.5% |
| All | +1,065.2% | -26.2% | +1,091.3% | +1,010.9% |
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 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