+14,712.8%
AMAT vs NBIX
+1,192.8%
+13,520.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.3% | +4.0% |
| 7D | +7.0% | -1.0% | +8.0% | +7.2% |
| 30D | -12.2% | -5.1% | -7.1% | -11.5% |
| 3M | -3.8% | -4.9% | +1.1% | -3.3% |
| 6M | +45.9% | +21.1% | +24.9% | +40.5% |
| YTD | +84.6% | +9.4% | +75.3% | +80.7% |
| 1Y | +193.4% | +7.9% | +185.5% | +187.7% |
| 3Y | +228.1% | +42.0% | +186.1% | +201.7% |
| 5Y | +268.9% | +63.7% | +205.2% | +227.2% |
| 10Y | +1,665.8% | +207.2% | +1,458.6% | +1,253.7% |
| All | +14,712.8% | +1,192.8% | +13,520.0% | +5,133.5% |
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