+502.5%
NTRA vs BIIB
-16.5%
+519.1%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.7% |
| 7D | +0.2% | -1.7% | +1.9% | +0.6% |
| 30D | +4.1% | +4.0% | +0.1% | +3.3% |
| 3M | +50.0% | +8.6% | +41.4% | +47.2% |
| 6M | +67.3% | +14.0% | +53.3% | +61.8% |
| YTD | +43.6% | +23.4% | +20.2% | +35.7% |
| 1Y | +89.2% | +45.9% | +43.4% | +71.4% |
| 3Y | +502.5% | -16.1% | +518.7% | +554.0% |
| All | +502.5% | -16.5% | +519.1% | +554.0% |
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