+868.1%
NYT vs BIIB
+7,138.3%
-6,270.2%
-92.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | -0.6% | -1.7% | +1.1% | -0.5% |
| 30D | +4.6% | +4.0% | +0.6% | +4.2% |
| 3M | -9.6% | +8.6% | -18.2% | -10.3% |
| 6M | -14.0% | +14.0% | -28.0% | -15.2% |
| YTD | -2.8% | +23.4% | -26.2% | -5.0% |
| 1Y | +15.6% | +45.9% | -30.3% | +11.1% |
| 3Y | +56.3% | -16.1% | +72.4% | +57.1% |
| 5Y | +39.5% | -27.6% | +67.1% | +40.8% |
| 10Y | +488.0% | -26.7% | +514.7% | +470.8% |
| All | +868.1% | +7,138.3% | -6,270.2% | +544.3% |
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