+9,961.8%
AME vs NBIX
+1,201.8%
+8,760.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.2% | +3.5% | +3.3% |
| 7D | +1.7% | +0.4% | +1.4% | +1.7% |
| 30D | -6.4% | -0.2% | -6.3% | -6.4% |
| 3M | +7.1% | -4.0% | +11.1% | +7.4% |
| 6M | +8.2% | +20.6% | -12.4% | +5.7% |
| YTD | +18.2% | +10.1% | +8.0% | +16.5% |
| 1Y | +26.7% | +8.8% | +18.0% | +25.0% |
| 3Y | +60.7% | +42.5% | +18.2% | +51.8% |
| 5Y | +91.6% | +61.5% | +30.1% | +77.1% |
| 10Y | +441.1% | +217.6% | +223.5% | +349.7% |
| All | +9,961.8% | +1,201.8% | +8,760.0% | +4,821.1% |
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