-21.0%
NXT vs BIIB
+15.5%
-36.5%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.8% | +4.9% | +0.9% |
| 7D | +2.9% | -1.6% | +4.5% | +2.8% |
| 30D | -17.2% | +2.2% | -19.4% | -16.9% |
| 3M | -32.0% | +10.3% | -42.3% | -32.0% |
| All | -21.0% | +15.5% | -36.5% | -20.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling