+1,110.0%
DIA vs NBIX
+1,555.3%
-445.3%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.6% | +0.4% | -1.9% | -1.6% |
| 30D | -2.0% | -0.2% | -1.9% | -2.0% |
| 3M | +3.6% | -4.0% | +7.6% | +3.9% |
| 6M | +11.5% | +20.6% | -9.1% | +9.1% |
| YTD | +10.4% | +10.1% | +0.2% | +8.9% |
| 1Y | +15.6% | +8.8% | +6.8% | +14.0% |
| 3Y | +58.9% | +42.5% | +16.4% | +50.9% |
| 5Y | +65.3% | +61.5% | +3.9% | +53.9% |
| 10Y | +252.2% | +217.6% | +34.6% | +197.3% |
| All | +1,110.0% | +1,555.3% | -445.3% | +519.6% |
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