+1,565.1%
ALB vs NBIX
+1,201.8%
+363.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.2% | -3.5% | -3.7% |
| 7D | -6.9% | +0.4% | -7.3% | -7.0% |
| 30D | -8.4% | -0.2% | -8.3% | -8.4% |
| 3M | -25.9% | -4.0% | -21.9% | -25.7% |
| 6M | -29.7% | +20.6% | -50.3% | -31.6% |
| YTD | -16.5% | +10.1% | -26.6% | -17.8% |
| 1Y | +58.7% | +8.8% | +49.9% | +56.0% |
| 3Y | -34.0% | +42.5% | -76.4% | -37.7% |
| 5Y | -48.3% | +61.5% | -109.8% | -52.3% |
| 10Y | +74.8% | +217.6% | -142.7% | +42.8% |
| All | +1,565.1% | +1,201.8% | +363.3% | +773.5% |
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 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