+177.4%
NXT vs BIIB
-22.8%
+200.2%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.5% |
| 7D | -1.1% | +1.1% | -2.2% | -1.3% |
| 30D | -15.3% | +6.9% | -22.2% | -16.5% |
| 3M | -43.8% | +12.4% | -56.2% | -45.7% |
| 6M | -18.7% | +16.3% | -34.9% | -22.4% |
| YTD | -3.0% | +25.5% | -28.5% | -9.5% |
| 1Y | +22.7% | +57.8% | -35.1% | +7.0% |
| 3Y | +95.9% | -17.3% | +113.3% | +109.2% |
| All | +177.4% | -22.8% | +200.2% | +206.1% |
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 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