+311.3%
ARM vs NBIX
+34.5%
+276.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.1% | +3.9% |
| 7D | +11.4% | -1.0% | +12.4% | +11.8% |
| 30D | -7.4% | -5.1% | -2.4% | -5.8% |
| 3M | -24.5% | -4.9% | -19.6% | -23.7% |
| 6M | +128.7% | +21.1% | +107.6% | +110.8% |
| YTD | +139.3% | +9.4% | +129.9% | +128.1% |
| 1Y | +88.0% | +7.9% | +80.1% | +79.6% |
| All | +311.3% | +34.5% | +276.7% | +247.9% |
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