-99.9%
DFNS vs NBIX
+18.7%
-118.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.4% |
| 7D | -6.3% | +0.4% | -6.7% | -6.5% |
| 30D | -74.0% | -0.2% | -73.8% | -74.0% |
| 3M | -70.1% | -4.0% | -66.2% | -65.0% |
| 6M | -93.9% | +20.6% | -114.5% | -93.5% |
| YTD | -98.1% | +10.1% | -108.2% | -97.9% |
| 1Y | -98.3% | +8.8% | -107.1% | -98.1% |
| 3Y | -99.9% | +42.5% | -142.4% | -99.9% |
| 5Y | -99.9% | +61.5% | -161.4% | -99.9% |
| All | -99.9% | +18.7% | -118.6% | -99.9% |
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