+5,721.9%
DE vs NBIX
+1,201.8%
+4,520.1%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -2.6% | +0.4% | -2.9% | -2.6% |
| 30D | +9.0% | -0.2% | +9.2% | +9.0% |
| 3M | +19.1% | -4.0% | +23.1% | +19.4% |
| 6M | +14.4% | +20.6% | -6.2% | +12.0% |
| YTD | +45.9% | +10.1% | +35.8% | +44.0% |
| 1Y | +43.6% | +8.8% | +34.8% | +41.7% |
| 3Y | +75.9% | +42.5% | +33.4% | +66.9% |
| 5Y | +98.8% | +61.5% | +37.3% | +84.9% |
| 10Y | +861.4% | +217.6% | +643.8% | +713.1% |
| All | +5,721.9% | +1,201.8% | +4,520.1% | +3,225.0% |
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