+80.6%
AGNC vs NBIX
+219.9%
-139.2%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | -4.7% | +0.4% | -5.1% | -4.7% |
| 30D | -5.7% | -0.2% | -5.5% | -5.7% |
| 3M | +1.9% | -4.0% | +5.8% | +2.2% |
| 6M | +1.8% | +20.6% | -18.8% | -0.4% |
| YTD | +3.4% | +10.1% | -6.7% | +2.0% |
| 1Y | +13.6% | +8.8% | +4.8% | +12.0% |
| 3Y | +60.4% | +42.5% | +17.9% | +51.8% |
| 5Y | +27.0% | +61.5% | -34.5% | +18.2% |
| All | +80.6% | +219.9% | -139.2% | +67.5% |
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