+1,318.4%
CMCSA vs NBIX
+1,201.8%
+116.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -4.9% | +0.4% | -5.2% | -4.9% |
| 30D | -1.1% | -0.2% | -0.9% | -1.1% |
| 3M | +6.6% | -4.0% | +10.6% | +6.8% |
| 6M | -15.5% | +20.6% | -36.1% | -17.5% |
| YTD | -6.7% | +10.1% | -16.8% | -8.1% |
| 1Y | -15.6% | +8.8% | -24.4% | -16.9% |
| 3Y | -33.7% | +42.5% | -76.2% | -37.4% |
| 5Y | -46.6% | +61.5% | -108.1% | -50.7% |
| 10Y | +7.1% | +217.6% | -210.4% | -11.7% |
| All | +1,318.4% | +1,201.8% | +116.5% | +685.5% |
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