+1,063.2%
AEP vs NBIX
+1,201.8%
-138.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.0% |
| 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% | -5.5% |
| YTD | +9.4% | +10.1% | -0.7% | +8.7% |
| 1Y | +16.9% | +8.8% | +8.1% | +16.2% |
| 3Y | +76.6% | +42.5% | +34.2% | +72.5% |
| 5Y | +66.2% | +61.5% | +4.7% | +60.8% |
| 10Y | +174.7% | +217.6% | -42.8% | +152.8% |
| All | +1,063.2% | +1,201.8% | -138.6% | +802.7% |
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