+23.4%
NSC vs BIIB
+68.6%
-45.2%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.3% | +0.7% |
| 7D | +1.8% | +4.3% | -2.5% | +1.4% |
| 30D | +8.8% | +13.8% | -5.0% | +7.7% |
| 3M | +1.2% | +22.1% | -20.8% | -0.3% |
| 6M | +11.3% | +35.9% | -24.6% | +8.6% |
| YTD | +20.7% | +44.6% | -23.9% | +15.0% |
| 1Y | +23.4% | +70.4% | -47.0% | +14.0% |
| All | +23.4% | +68.6% | -45.2% | +14.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling