+562.2%
NTAP vs BIIB
-20.7%
+583.0%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.2% | -3.7% | -2.7% |
| 7D | +7.2% | +2.0% | +5.2% | +6.9% |
| 30D | -18.4% | +8.8% | -27.2% | -19.5% |
| 3M | -11.3% | +20.3% | -31.6% | -14.1% |
| 6M | +53.8% | +23.9% | +29.9% | +47.4% |
| YTD | +72.0% | +44.0% | +28.0% | +60.0% |
| 1Y | +68.0% | +53.8% | +14.2% | +54.5% |
| 3Y | +149.5% | +13.8% | +135.6% | +138.4% |
| 5Y | +125.6% | -6.3% | +131.9% | +118.9% |
| All | +562.2% | -20.7% | +583.0% | +511.8% |
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