+41.5%
NU vs BIIB
-6.7%
+48.3%
-72.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.9% |
| 7D | -4.9% | -1.7% | -3.2% | -4.5% |
| 30D | +7.8% | +4.0% | +3.9% | +6.8% |
| 3M | +20.9% | +8.6% | +12.3% | +17.8% |
| 6M | +0.9% | +14.0% | -13.1% | -3.4% |
| YTD | -12.7% | +23.4% | -36.1% | -18.7% |
| 1Y | -6.4% | +45.9% | -52.3% | -17.5% |
| 3Y | +98.1% | -16.1% | +114.2% | +106.3% |
| All | +41.5% | -6.7% | +48.3% | +38.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling