+14,546.7%
NVDA vs BIIB
-26.2%
+14,572.9%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.8% | -0.8% | -0.2% |
| 7D | -5.1% | -1.7% | -3.5% | -4.8% |
| 30D | -2.5% | +4.0% | -6.4% | -3.4% |
| 3M | +6.7% | +8.6% | -1.9% | +3.9% |
| 6M | +17.6% | +14.0% | +3.6% | +12.6% |
| YTD | +17.3% | +23.4% | -6.1% | +9.8% |
| 1Y | +23.5% | +45.9% | -22.4% | +10.2% |
| 3Y | +384.6% | -16.1% | +400.8% | +388.7% |
| 5Y | +875.4% | -27.6% | +903.0% | +902.6% |
| All | +14,546.7% | -26.2% | +14,572.9% | +13,426.2% |
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