+3,059.8%
NTRA vs BIIB
-26.2%
+3,085.9%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +0.2% | -1.7% | +1.9% | +0.6% |
| 30D | +4.1% | +4.0% | +0.1% | +3.0% |
| 3M | +50.0% | +8.6% | +41.4% | +46.1% |
| 6M | +67.3% | +14.0% | +53.3% | +60.3% |
| YTD | +43.6% | +23.4% | +20.2% | +33.9% |
| 1Y | +89.2% | +45.9% | +43.4% | +68.1% |
| 3Y | +502.5% | -16.1% | +518.7% | +512.7% |
| 5Y | +173.8% | -27.6% | +201.3% | +183.1% |
| All | +3,059.8% | -26.2% | +3,085.9% | +2,912.2% |
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