+1,161.3%
D vs NBIX
+1,204.8%
-43.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | -3.5% | -3.3% | -0.2% | -3.4% |
| 3M | -1.6% | -2.7% | +1.1% | -1.5% |
| 6M | +5.8% | +20.6% | -14.8% | +4.7% |
| YTD | +14.5% | +10.4% | +4.1% | +13.7% |
| 1Y | +14.2% | +10.8% | +3.3% | +13.3% |
| 3Y | +59.0% | +43.3% | +15.7% | +55.1% |
| 5Y | +5.4% | +61.8% | -56.5% | +1.9% |
| 10Y | +38.4% | +218.3% | -179.9% | +27.5% |
| All | +1,161.3% | +1,204.8% | -43.4% | +850.2% |
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