+1,076.7%
NVS vs BIIB
+6,511.1%
-5,434.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.1% |
| 7D | -15.4% | -5.4% | -10.0% | -14.8% |
| 30D | -12.3% | +1.7% | -14.1% | -12.4% |
| 3M | -7.8% | +5.8% | -13.6% | -8.4% |
| 6M | -13.0% | +11.9% | -24.9% | -14.2% |
| YTD | +2.8% | +19.7% | -17.0% | +0.5% |
| 1Y | +10.6% | +46.7% | -36.1% | +5.8% |
| 3Y | +55.1% | -18.6% | +73.7% | +56.8% |
| 5Y | +91.7% | -29.8% | +121.5% | +94.5% |
| 10Y | +181.2% | -28.8% | +210.0% | +172.8% |
| All | +1,076.7% | +6,511.1% | -5,434.4% | +579.3% |
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