+91.9%
AA vs NBIX
+1,201.8%
-1,109.9%
-94.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.4% | +0.4% | -3.8% | -3.5% |
| 30D | -5.8% | -0.2% | -5.6% | -5.8% |
| 3M | -29.9% | -4.0% | -25.9% | -29.6% |
| 6M | -27.0% | +20.6% | -47.6% | -29.2% |
| YTD | -8.7% | +10.1% | -18.9% | -10.4% |
| 1Y | +50.6% | +8.8% | +41.8% | +47.9% |
| 3Y | +74.1% | +42.5% | +31.6% | +62.5% |
| 5Y | +2.6% | +61.5% | -58.9% | -6.6% |
| 10Y | +121.0% | +217.6% | -96.6% | +75.9% |
| All | +91.9% | +1,201.8% | -1,109.9% | -17.2% |
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