-26.1%
AR vs NBIX
+1,394.9%
-1,421.0%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.9% |
| 7D | -2.5% | +0.4% | -2.9% | -2.5% |
| 30D | +2.5% | -0.2% | +2.7% | +2.6% |
| 3M | +12.3% | -4.0% | +16.3% | +12.7% |
| 6M | -3.1% | +20.6% | -23.7% | -6.0% |
| YTD | +11.5% | +10.1% | +1.4% | +9.4% |
| 1Y | +17.0% | +8.8% | +8.2% | +14.7% |
| 3Y | +47.3% | +42.5% | +4.8% | +37.3% |
| 5Y | +141.2% | +61.5% | +79.8% | +119.1% |
| 10Y | +41.8% | +217.6% | -175.8% | +21.9% |
| All | -26.1% | +1,394.9% | -1,421.0% | -37.5% |
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