+568.7%
NTAP vs BIIB
-26.8%
+595.4%
-58.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.2% | -2.8% | -1.0% |
| 7D | -1.0% | -4.0% | +3.1% | -0.3% |
| 30D | -7.5% | +5.7% | -13.2% | -8.4% |
| 3M | +14.6% | +10.9% | +3.7% | +11.9% |
| 6M | +91.0% | +14.3% | +76.7% | +85.1% |
| YTD | +73.7% | +22.4% | +51.3% | +66.0% |
| 1Y | +51.2% | +51.1% | +0.2% | +39.0% |
| 3Y | +146.1% | -16.8% | +162.9% | +147.6% |
| 5Y | +122.8% | -28.1% | +151.0% | +125.6% |
| All | +568.7% | -26.8% | +595.4% | +525.8% |
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