+149.4%
NTAP vs BIIB
-19.0%
+168.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.2% |
| 7D | +2.2% | -5.4% | +7.6% | +3.1% |
| 30D | -7.0% | +1.7% | -8.8% | -7.4% |
| 3M | +12.3% | +5.8% | +6.5% | +10.1% |
| 6M | +85.1% | +11.9% | +73.2% | +78.3% |
| YTD | +74.8% | +19.7% | +55.0% | +64.5% |
| 1Y | +52.7% | +46.7% | +5.9% | +35.8% |
| All | +149.4% | -19.0% | +168.4% | +153.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling