+750.3%
NVT vs BIIB
-14.4%
+764.7%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +4.5% |
| 7D | +4.1% | -1.7% | +5.7% | +4.3% |
| 30D | -5.1% | +4.0% | -9.1% | -5.7% |
| 3M | -1.2% | +8.6% | -9.8% | -2.8% |
| 6M | +46.6% | +14.0% | +32.6% | +42.9% |
| YTD | +60.0% | +23.4% | +36.6% | +53.8% |
| 1Y | +70.8% | +45.9% | +24.9% | +59.8% |
| 3Y | +187.5% | -16.1% | +203.7% | +187.8% |
| 5Y | +426.1% | -27.6% | +453.7% | +428.7% |
| All | +750.3% | -14.4% | +764.7% | +682.5% |
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