+351.9%
ACWI vs NBIX
+2,621.8%
-2,269.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | 0.0% | -1.7% | +1.7% | +0.2% |
| 30D | -0.6% | -5.9% | +5.3% | +0.2% |
| 3M | +4.3% | -6.1% | +10.4% | +5.0% |
| 6M | +12.7% | +19.4% | -6.7% | +9.4% |
| YTD | +13.9% | +9.4% | +4.5% | +11.8% |
| 1Y | +20.5% | +7.6% | +12.9% | +18.4% |
| 3Y | +76.5% | +42.0% | +34.5% | +63.8% |
| 5Y | +67.5% | +64.3% | +3.3% | +50.4% |
| 10Y | +231.8% | +215.4% | +16.5% | +157.9% |
| All | +351.9% | +2,621.8% | -2,269.8% | +73.2% |
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