+167.1%
NXT vs BIIB
-24.7%
+191.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.2% | -3.5% | -1.7% |
| 7D | -2.6% | -4.0% | +1.5% | -1.8% |
| 30D | -22.4% | +5.7% | -28.1% | -23.4% |
| 3M | -27.3% | +10.9% | -38.2% | -29.6% |
| 6M | -28.5% | +14.3% | -42.8% | -31.6% |
| YTD | -6.6% | +22.4% | -29.0% | -12.5% |
| 1Y | +20.4% | +51.1% | -30.7% | +6.1% |
| 3Y | +90.9% | -16.8% | +107.7% | +104.1% |
| All | +167.1% | -24.7% | +191.8% | +196.1% |
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