+170.5%
AEP vs NBIX
+219.9%
-49.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | -3.3% | -4.0% | +0.7% | -3.2% |
| 6M | -4.6% | +20.6% | -25.2% | -5.2% |
| YTD | +9.4% | +10.1% | -0.7% | +9.0% |
| 1Y | +16.9% | +8.8% | +8.1% | +16.5% |
| 3Y | +76.6% | +42.5% | +34.2% | +73.5% |
| 5Y | +66.2% | +61.5% | +4.7% | +62.3% |
| All | +170.5% | +219.9% | -49.4% | +166.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling