+481.9%
NYT vs BIIB
-26.2%
+508.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.6% | -1.7% | +1.1% | -0.4% |
| 30D | +4.6% | +4.0% | +0.6% | +4.0% |
| 3M | -9.6% | +8.6% | -18.2% | -10.7% |
| 6M | -14.0% | +14.0% | -28.0% | -15.7% |
| YTD | -2.8% | +23.4% | -26.2% | -6.1% |
| 1Y | +15.6% | +45.9% | -30.3% | +8.9% |
| 3Y | +56.3% | -16.1% | +72.4% | +57.6% |
| 5Y | +39.5% | -27.6% | +67.1% | +41.0% |
| All | +481.9% | -26.2% | +508.1% | +457.3% |
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 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