+2,327.3%
ALL vs NBIX
+1,204.8%
+1,122.5%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -4.3% | -1.1% | -3.2% | -4.2% |
| 30D | -3.6% | -3.3% | -0.3% | -3.3% |
| 3M | +13.2% | -2.7% | +15.9% | +13.4% |
| 6M | +22.5% | +20.6% | +1.9% | +19.7% |
| YTD | +22.7% | +10.4% | +12.3% | +20.9% |
| 1Y | +28.3% | +10.8% | +17.5% | +26.2% |
| 3Y | +152.0% | +43.3% | +108.8% | +138.2% |
| 5Y | +115.4% | +61.8% | +53.6% | +99.2% |
| 10Y | +361.5% | +218.3% | +143.2% | +282.3% |
| All | +2,327.3% | +1,204.8% | +1,122.5% | +1,149.8% |
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