+92.9%
NTRS vs BIIB
-28.1%
+121.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | +1.4% | -1.7% | +3.0% | +1.7% |
| 30D | -0.7% | +4.0% | -4.6% | -1.5% |
| 3M | +11.3% | +8.6% | +2.7% | +8.9% |
| 6M | +35.5% | +14.0% | +21.5% | +30.8% |
| YTD | +40.6% | +23.4% | +17.2% | +32.8% |
| 1Y | +49.2% | +45.9% | +3.3% | +35.2% |
| 3Y | +167.2% | -16.1% | +183.4% | +169.7% |
| All | +92.9% | -28.1% | +121.0% | +108.0% |
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 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