+255.5%
NTRS vs BIIB
-26.2%
+281.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +1.0% |
| 7D | +1.4% | -1.7% | +3.0% | +1.6% |
| 30D | -0.7% | +4.0% | -4.6% | -1.3% |
| 3M | +11.3% | +8.6% | +2.7% | +9.6% |
| 6M | +35.5% | +14.0% | +21.5% | +32.2% |
| YTD | +40.6% | +23.4% | +17.2% | +35.3% |
| 1Y | +49.2% | +45.9% | +3.3% | +39.7% |
| 3Y | +167.2% | -16.1% | +183.4% | +168.4% |
| 5Y | +94.9% | -27.6% | +122.5% | +96.9% |
| All | +255.5% | -26.2% | +281.7% | +230.3% |
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