+7,425.0%
AJG vs NBIX
+1,201.8%
+6,223.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | -8.3% | +0.4% | -8.6% | -8.3% |
| 30D | -5.7% | -0.2% | -5.5% | -5.7% |
| 3M | +9.1% | -4.0% | +13.1% | +9.4% |
| 6M | +15.2% | +20.6% | -5.4% | +13.2% |
| YTD | -6.3% | +10.1% | -16.4% | -7.3% |
| 1Y | -19.1% | +8.8% | -27.9% | -20.0% |
| 3Y | +8.2% | +42.5% | -34.3% | +3.7% |
| 5Y | +75.6% | +61.5% | +14.2% | +65.7% |
| 10Y | +471.1% | +217.6% | +253.5% | +398.4% |
| All | +7,425.0% | +1,201.8% | +6,223.2% | +4,742.8% |
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