-35.7%
AUR vs NBIX
+72.2%
-107.9%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +1.4% | +0.4% | +1.0% | +1.3% |
| 30D | -6.4% | -0.2% | -6.2% | -6.4% |
| 3M | +7.7% | -4.0% | +11.7% | +8.2% |
| 6M | +44.5% | +20.6% | +23.9% | +32.5% |
| YTD | +67.4% | +10.1% | +57.3% | +58.6% |
| 1Y | +15.4% | +8.8% | +6.7% | +9.5% |
| 3Y | +94.8% | +42.5% | +52.4% | +61.5% |
| 5Y | -35.1% | +61.5% | -96.6% | -52.0% |
| All | -35.7% | +72.2% | -107.9% | -52.6% |
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