+1,489.3%
NRG vs BIIB
+453.7%
+1,035.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -4.7% | -1.7% | -3.0% | -4.4% |
| 30D | -6.0% | +4.0% | -9.9% | -6.6% |
| 3M | -8.0% | +8.6% | -16.5% | -9.7% |
| 6M | -23.2% | +14.0% | -37.2% | -25.6% |
| YTD | -28.1% | +23.4% | -51.4% | -31.4% |
| 1Y | -27.3% | +45.9% | -73.2% | -32.9% |
| 3Y | +208.7% | -16.1% | +224.8% | +209.7% |
| 5Y | +197.7% | -27.6% | +225.2% | +200.7% |
| 10Y | +1,103.3% | -26.7% | +1,130.0% | +996.3% |
| All | +1,489.3% | +453.7% | +1,035.7% | +852.2% |
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