+41.6%
NYT vs BIIB
-28.1%
+69.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | -0.6% | -1.7% | +1.1% | -0.3% |
| 30D | +4.6% | +4.0% | +0.6% | +3.9% |
| 3M | -9.6% | +8.6% | -18.2% | -10.9% |
| 6M | -14.0% | +14.0% | -28.0% | -16.1% |
| YTD | -2.8% | +23.4% | -26.2% | -6.7% |
| 1Y | +15.6% | +45.9% | -30.3% | +7.5% |
| 3Y | +56.3% | -16.1% | +72.4% | +59.5% |
| All | +41.6% | -28.1% | +69.7% | +45.3% |
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 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