+461.0%
A vs NBIX
+1,647.9%
-1,186.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.2% | +2.9% | +2.7% |
| 7D | -2.6% | +0.4% | -3.0% | -2.7% |
| 30D | -0.9% | -0.2% | -0.7% | -0.9% |
| 3M | +13.6% | -4.0% | +17.6% | +14.2% |
| 6M | +27.8% | +20.6% | +7.2% | +22.6% |
| YTD | +8.6% | +10.1% | -1.5% | +5.9% |
| 1Y | +16.9% | +8.8% | +8.1% | +13.9% |
| 3Y | +32.9% | +42.5% | -9.6% | +20.5% |
| 5Y | -14.1% | +61.5% | -75.6% | -24.9% |
| 10Y | +254.1% | +217.6% | +36.5% | +153.3% |
| All | +461.0% | +1,647.9% | -1,186.9% | +53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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