+1,068.4%
ADM vs NBIX
+1,201.8%
-133.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +2.5% | +0.4% | +2.1% | +2.5% |
| 30D | +9.5% | -0.2% | +9.6% | +9.5% |
| 3M | +10.6% | -4.0% | +14.6% | +10.9% |
| 6M | +24.0% | +20.6% | +3.4% | +21.9% |
| YTD | +54.0% | +10.1% | +43.8% | +52.3% |
| 1Y | +45.3% | +8.8% | +36.5% | +43.6% |
| 3Y | +21.8% | +42.5% | -20.7% | +16.6% |
| 5Y | +66.8% | +61.5% | +5.3% | +57.1% |
| 10Y | +177.1% | +217.6% | -40.5% | +140.1% |
| All | +1,068.4% | +1,201.8% | -133.5% | +628.5% |
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