+24.4%
NSC vs BIIB
-11.1%
+35.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.8% | -4.6% | -3.1% |
| 7D | -6.6% | -2.1% | -4.5% | -6.3% |
| 30D | +2.2% | +11.8% | -9.6% | +0.4% |
| 3M | -6.2% | +20.4% | -26.6% | -9.0% |
| 6M | +1.7% | +30.2% | -28.6% | -2.9% |
| YTD | +12.2% | +41.1% | -28.9% | +5.2% |
| 1Y | +15.4% | +58.4% | -43.0% | +6.0% |
| 3Y | +73.3% | -0.1% | +73.4% | +67.5% |
| All | +24.4% | -11.1% | +35.5% | +21.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling