+946.8%
AWK vs NBIX
+2,684.7%
-1,737.9%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | -2.1% | +0.4% | -2.5% | -2.2% |
| 30D | +2.1% | -0.2% | +2.2% | +2.1% |
| 3M | +11.4% | -4.0% | +15.4% | +11.6% |
| 6M | +3.9% | +20.6% | -16.7% | +2.6% |
| YTD | +7.7% | +10.1% | -2.4% | +6.8% |
| 1Y | +1.3% | +8.8% | -7.5% | +0.5% |
| 3Y | +7.2% | +42.5% | -35.3% | +3.7% |
| 5Y | -17.0% | +61.5% | -78.5% | -20.7% |
| 10Y | +131.6% | +217.6% | -85.9% | +107.8% |
| All | +946.8% | +2,684.7% | -1,737.9% | +617.9% |
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