+47.4%
NSC vs BIIB
-33.3%
+80.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.8% |
| 7D | -5.5% | +1.1% | -6.6% | -5.7% |
| 30D | -3.2% | +6.9% | -10.1% | -4.2% |
| 3M | +7.7% | +12.4% | -4.7% | +5.4% |
| 6M | +4.5% | +16.3% | -11.7% | +1.5% |
| YTD | +15.6% | +25.5% | -9.9% | +10.5% |
| 1Y | +19.8% | +57.8% | -38.0% | +9.9% |
| 3Y | +70.1% | -17.3% | +87.4% | +69.4% |
| All | +47.4% | -33.3% | +80.8% | +51.0% |
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 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