+409.0%
AG vs NBIX
+1,561.9%
-1,153.0%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -6.7% | +0.4% | -7.1% | -6.8% |
| 30D | +2.2% | -0.2% | +2.3% | +2.2% |
| 3M | +15.7% | -4.0% | +19.7% | +16.3% |
| 6M | -23.8% | +20.6% | -44.4% | -26.2% |
| YTD | +17.6% | +10.1% | +7.5% | +15.6% |
| 1Y | +88.6% | +8.8% | +79.8% | +85.1% |
| 3Y | +253.4% | +42.5% | +210.9% | +227.5% |
| 5Y | +62.4% | +61.5% | +0.9% | +46.6% |
| 10Y | +61.2% | +217.6% | -156.3% | +19.8% |
| All | +409.0% | +1,561.9% | -1,153.0% | +74.8% |
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