+5,679.9%
AMD vs NBIX
+1,192.8%
+4,487.1%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -0.3% | +6.2% | +6.0% |
| 7D | +10.0% | -1.0% | +11.1% | +10.2% |
| 30D | +4.6% | -5.1% | +9.7% | +5.6% |
| 3M | +3.1% | -4.9% | +8.0% | +3.9% |
| 6M | +162.8% | +21.1% | +141.7% | +152.3% |
| YTD | +136.2% | +9.4% | +126.8% | +131.3% |
| 1Y | +234.0% | +7.9% | +226.1% | +227.6% |
| 3Y | +376.7% | +42.0% | +334.7% | +334.5% |
| 5Y | +376.3% | +63.7% | +312.6% | +317.3% |
| 10Y | +8,017.8% | +207.2% | +7,810.6% | +5,974.2% |
| All | +5,679.9% | +1,192.8% | +4,487.1% | +1,651.3% |
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