+1,288.7%
AEM vs NBIX
+1,201.8%
+86.8%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.2% | +2.1% | +1.9% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +8.4% | -0.2% | +8.6% | +8.4% |
| 3M | +27.3% | -4.0% | +31.3% | +27.4% |
| 6M | -9.7% | +20.6% | -30.3% | -10.4% |
| YTD | +19.0% | +10.1% | +8.8% | +18.4% |
| 1Y | +31.5% | +8.8% | +22.7% | +30.8% |
| 3Y | +338.7% | +42.5% | +296.2% | +330.4% |
| 5Y | +307.4% | +61.5% | +245.9% | +296.8% |
| 10Y | +370.9% | +217.6% | +153.3% | +340.8% |
| All | +1,288.7% | +1,201.8% | +86.8% | +917.4% |
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