+21.6%
ACI vs NBIX
+21.2%
+0.4%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -3.7% | +0.4% | -4.1% | -3.8% |
| 30D | +0.6% | -0.2% | +0.8% | +0.6% |
| 3M | -20.3% | -4.0% | -16.3% | -20.3% |
| 6M | -24.7% | +20.6% | -45.2% | -25.0% |
| YTD | -27.2% | +10.1% | -37.4% | -27.4% |
| 1Y | -32.7% | +8.8% | -41.5% | -32.9% |
| 3Y | -43.9% | +42.5% | -86.4% | -44.5% |
| 5Y | -38.9% | +61.5% | -100.3% | -39.4% |
| All | +21.6% | +21.2% | +0.4% | +19.7% |
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