+3,607.5%
AMGN vs NBIX
+1,201.8%
+2,405.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.1% | -1.3% |
| 7D | -13.7% | +0.4% | -14.1% | -13.7% |
| 30D | -8.8% | -0.2% | -8.6% | -8.8% |
| 3M | +7.2% | -4.0% | +11.2% | +7.7% |
| 6M | +1.3% | +20.6% | -19.3% | -1.9% |
| YTD | +17.6% | +10.1% | +7.5% | +15.5% |
| 1Y | +37.2% | +8.8% | +28.4% | +34.7% |
| 3Y | +57.7% | +42.5% | +15.3% | +46.4% |
| 5Y | +106.3% | +61.5% | +44.8% | +85.3% |
| 10Y | +205.3% | +217.6% | -12.3% | +135.4% |
| All | +3,607.5% | +1,201.8% | +2,405.6% | +1,454.0% |
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