+117.8%
B vs NBIX
+1,201.8%
-1,084.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | +6.3% | -0.2% | +6.5% | +6.4% |
| 3M | +12.1% | -4.0% | +16.1% | +12.2% |
| 6M | -3.1% | +20.6% | -23.7% | -3.7% |
| YTD | +2.0% | +10.1% | -8.2% | +1.6% |
| 1Y | +51.7% | +8.8% | +42.9% | +51.1% |
| 3Y | +190.5% | +42.5% | +148.0% | +186.5% |
| 5Y | +158.0% | +61.5% | +96.5% | +153.1% |
| 10Y | +205.5% | +217.6% | -12.0% | +191.1% |
| All | +117.8% | +1,201.8% | -1,084.0% | +82.7% |
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