-9.4%
NVTS vs BIIB
-22.0%
+12.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.8% | -2.5% | -3.0% |
| 7D | +3.5% | -5.4% | +8.8% | +6.0% |
| 30D | -11.9% | +1.7% | -13.7% | -13.0% |
| 3M | -49.2% | +5.8% | -55.1% | -51.6% |
| 6M | +38.4% | +11.9% | +26.5% | +28.2% |
| YTD | +62.5% | +19.7% | +42.7% | +45.0% |
| 1Y | +101.4% | +46.7% | +54.6% | +61.1% |
| 3Y | +40.4% | -18.6% | +59.1% | +49.0% |
| All | -9.4% | -22.0% | +12.6% | -4.2% |
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