-6.3%
NVTS vs BIIB
-21.3%
+15.1%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.8% | +5.5% | +3.4% |
| 7D | +9.7% | -1.6% | +11.3% | +10.4% |
| 30D | -13.6% | +2.2% | -15.8% | -14.8% |
| 3M | -51.0% | +10.3% | -61.3% | -54.3% |
| 6M | +46.3% | +14.9% | +31.4% | +33.8% |
| YTD | +68.1% | +20.7% | +47.3% | +49.4% |
| 1Y | +113.9% | +50.3% | +63.6% | +69.1% |
| 3Y | +45.3% | -18.0% | +63.2% | +53.5% |
| All | -6.3% | -21.3% | +15.1% | -1.3% |
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 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