-8.5%
AUR vs NBIX
+12.4%
-20.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.7% |
| 7D | -19.8% | +14.1% | -33.9% | -23.6% |
| 30D | -29.0% | +15.1% | -44.2% | -32.6% |
| 3M | -43.6% | 0.0% | -43.6% | -43.6% |
| 6M | -36.6% | +23.9% | -60.5% | -46.1% |
| YTD | +6.3% | +17.1% | -10.8% | -8.6% |
| All | -8.5% | +12.4% | -20.9% | -19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling