+1,938.2%
AZN vs NBIX
+1,201.8%
+736.4%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.6% | +0.4% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | +1.1% | -0.2% | +1.2% | +1.1% |
| 3M | -12.1% | -4.0% | -8.1% | -11.9% |
| 6M | -17.1% | +20.6% | -37.7% | -18.5% |
| YTD | -12.0% | +10.1% | -22.1% | -12.9% |
| 1Y | -0.2% | +8.8% | -9.0% | -1.3% |
| 3Y | +26.8% | +42.5% | -15.7% | +21.7% |
| 5Y | +56.9% | +61.5% | -4.6% | +48.2% |
| 10Y | +226.7% | +217.6% | +9.2% | +184.6% |
| All | +1,938.2% | +1,201.8% | +736.4% | +1,184.6% |
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