+3,124.8%
ADP vs NBIX
+1,201.8%
+1,922.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -2.8% | +0.4% | -3.1% | -2.8% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | +20.5% | -4.0% | +24.5% | +20.7% |
| 6M | +28.8% | +20.6% | +8.2% | +26.3% |
| YTD | +6.6% | +10.1% | -3.5% | +5.3% |
| 1Y | -6.9% | +8.8% | -15.7% | -8.0% |
| 3Y | +16.1% | +42.5% | -26.4% | +10.9% |
| 5Y | +49.3% | +61.5% | -12.1% | +40.2% |
| 10Y | +285.8% | +217.6% | +68.2% | +232.9% |
| All | +3,124.8% | +1,201.8% | +1,922.9% | +1,780.0% |
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