+16.5%
NYT vs BIIB
+68.6%
-52.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.2% | -3.1% | -1.1% |
| 7D | -3.9% | +4.3% | -8.1% | -4.3% |
| 30D | +4.3% | +13.8% | -9.5% | +3.1% |
| 3M | -11.7% | +22.1% | -33.8% | -13.5% |
| 6M | -14.4% | +35.9% | -50.3% | -16.2% |
| YTD | -3.0% | +44.6% | -47.6% | -5.2% |
| 1Y | +16.5% | +70.4% | -53.9% | +9.2% |
| All | +16.5% | +68.6% | -52.1% | +9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling