+4,929.4%
NTRS vs BIIB
+7,138.3%
-2,208.9%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 3M | +11.3% | +8.6% | +2.7% | +9.8% |
| 6M | +35.5% | +14.0% | +21.5% | +32.6% |
| YTD | +40.6% | +23.4% | +17.2% | +35.9% |
| 1Y | +49.2% | +45.9% | +3.3% | +40.8% |
| 3Y | +167.2% | -16.1% | +183.4% | +169.3% |
| 5Y | +94.9% | -27.6% | +122.5% | +97.9% |
| 10Y | +259.5% | -26.7% | +286.1% | +242.5% |
| All | +4,929.4% | +7,138.3% | -2,208.9% | +2,854.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling