+1,159.4%
ABBV vs NBIX
+1,934.1%
-774.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.9% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +3.4% | -0.2% | +3.5% | +3.4% |
| 3M | +15.2% | -4.0% | +19.2% | +15.7% |
| 6M | +14.7% | +20.6% | -5.9% | +11.4% |
| YTD | +15.2% | +10.1% | +5.0% | +13.2% |
| 1Y | +20.4% | +8.8% | +11.6% | +18.2% |
| 3Y | +91.3% | +42.5% | +48.9% | +77.9% |
| 5Y | +189.6% | +61.5% | +128.1% | +161.4% |
| 10Y | +511.7% | +217.6% | +294.2% | +391.9% |
| All | +1,159.4% | +1,934.1% | -774.7% | +806.6% |
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