+173.5%
NTRA vs BIIB
-28.1%
+201.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.6% |
| 7D | +0.2% | -1.7% | +1.9% | +0.8% |
| 30D | +4.1% | +4.0% | +0.1% | +2.7% |
| 3M | +50.0% | +8.6% | +41.4% | +45.0% |
| 6M | +67.3% | +14.0% | +53.3% | +58.1% |
| YTD | +43.6% | +23.4% | +20.2% | +30.6% |
| 1Y | +89.2% | +45.9% | +43.4% | +60.9% |
| 3Y | +502.5% | -16.1% | +518.7% | +529.6% |
| All | +173.5% | -28.1% | +201.6% | +197.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling