+4,339.4%
NSC vs BIIB
+7,261.0%
-2,921.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.7% |
| 7D | -5.5% | +1.1% | -6.6% | -5.6% |
| 30D | -3.2% | +6.9% | -10.1% | -3.8% |
| 3M | +7.7% | +12.4% | -4.7% | +6.3% |
| 6M | +4.5% | +16.3% | -11.7% | +2.7% |
| YTD | +15.6% | +25.5% | -9.9% | +12.6% |
| 1Y | +19.8% | +57.8% | -38.0% | +14.1% |
| 3Y | +70.1% | -17.3% | +87.4% | +71.3% |
| 5Y | +46.1% | -33.8% | +79.9% | +48.6% |
| 10Y | +328.1% | -29.6% | +357.7% | +315.6% |
| All | +4,339.4% | +7,261.0% | -2,921.6% | +3,067.7% |
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