+90.2%
NTR vs BIIB
-32.4%
+122.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -1.3% | -1.7% | +0.4% | -1.1% |
| 30D | +16.8% | +4.0% | +12.8% | +16.2% |
| 3M | +20.7% | +8.6% | +12.2% | +19.3% |
| 6M | +0.5% | +14.0% | -13.5% | -1.5% |
| YTD | +29.2% | +23.4% | +5.8% | +25.0% |
| 1Y | +39.6% | +45.9% | -6.3% | +31.8% |
| 3Y | +37.9% | -16.1% | +54.0% | +38.8% |
| 5Y | +47.1% | -27.6% | +74.6% | +49.0% |
| All | +90.2% | -32.4% | +122.6% | +86.8% |
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 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