-9.1%
NVTS vs BIIB
-19.6%
+10.5%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.8% | +3.5% | +3.9% |
| 7D | -1.4% | -1.7% | +0.2% | -0.8% |
| 30D | -16.5% | +4.0% | -20.5% | -18.3% |
| 3M | -47.6% | +8.6% | -56.2% | -50.7% |
| 6M | +7.3% | +14.0% | -6.7% | -1.5% |
| YTD | +62.9% | +23.4% | +39.5% | +43.3% |
| 1Y | +91.3% | +45.9% | +45.4% | +53.6% |
| 3Y | +43.4% | -16.1% | +59.5% | +50.0% |
| All | -9.1% | -19.6% | +10.5% | -5.3% |
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