+2,198.8%
ABT vs NBIX
+1,201.8%
+996.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.1% | -1.3% |
| 7D | -5.9% | +0.4% | -6.3% | -5.9% |
| 30D | -8.1% | -0.2% | -7.9% | -8.1% |
| 3M | +14.5% | -4.0% | +18.5% | +14.7% |
| 6M | -6.3% | +20.6% | -26.9% | -7.7% |
| YTD | -17.1% | +10.1% | -27.3% | -17.9% |
| 1Y | -21.4% | +8.8% | -30.2% | -22.1% |
| 3Y | +5.9% | +42.5% | -36.6% | +2.0% |
| 5Y | -12.8% | +61.5% | -74.2% | -17.1% |
| 10Y | +200.1% | +217.6% | -17.5% | +167.4% |
| All | +2,198.8% | +1,201.8% | +996.9% | +1,506.0% |
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