+367.9%
APP vs NBIX
+64.0%
+303.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -4.4% | -1.7% | -2.7% | -3.7% |
| 30D | -10.0% | -5.9% | -4.1% | -7.8% |
| 3M | -41.4% | -6.1% | -35.3% | -40.1% |
| 6M | -41.0% | +19.4% | -60.4% | -46.3% |
| YTD | -54.7% | +9.4% | -64.1% | -56.9% |
| 1Y | -45.3% | +7.6% | -53.0% | -47.8% |
| 3Y | +624.3% | +42.0% | +582.3% | +445.9% |
| 5Y | +329.1% | +64.3% | +264.9% | +179.2% |
| All | +367.9% | +64.0% | +303.9% | +190.0% |
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