+898.3%
NVDA vs BIIB
-29.7%
+928.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.7% |
| 7D | -0.3% | -5.4% | +5.0% | +0.9% |
| 30D | +2.8% | +1.7% | +1.1% | +2.4% |
| 3M | +7.4% | +5.8% | +1.6% | +5.4% |
| 6M | +22.6% | +11.9% | +10.7% | +17.9% |
| YTD | +20.1% | +19.7% | +0.3% | +13.1% |
| 1Y | +31.2% | +46.7% | -15.6% | +16.1% |
| 3Y | +391.7% | -18.6% | +410.4% | +410.2% |
| All | +898.3% | -29.7% | +928.1% | +1,017.9% |
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