+12,882.1%
BLK vs NBIX
+2,677.2%
+10,204.9%
-60.4%
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 | -3.3% | +0.4% | -3.7% | -3.4% |
| 30D | -6.5% | -0.2% | -6.3% | -6.5% |
| 3M | +6.7% | -4.0% | +10.7% | +7.1% |
| 6M | +14.7% | +20.6% | -5.9% | +11.4% |
| YTD | +2.5% | +10.1% | -7.6% | +0.6% |
| 1Y | -2.8% | +8.8% | -11.6% | -4.5% |
| 3Y | +65.9% | +42.5% | +23.4% | +54.9% |
| 5Y | +33.0% | +61.5% | -28.5% | +20.9% |
| 10Y | +281.2% | +217.6% | +63.6% | +204.3% |
| All | +12,882.1% | +2,677.2% | +10,204.9% | +5,863.6% |
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