+601.4%
DIS vs NBIX
+1,204.8%
-603.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -1.3% | -1.1% | -0.1% | -1.1% |
| 30D | +2.2% | -3.3% | +5.5% | +2.6% |
| 3M | +8.1% | -2.7% | +10.8% | +8.3% |
| 6M | +5.2% | +20.6% | -15.3% | +2.6% |
| YTD | -6.3% | +10.4% | -16.7% | -7.7% |
| 1Y | -7.3% | +10.8% | -18.1% | -8.9% |
| 3Y | +33.8% | +43.3% | -9.5% | +25.7% |
| 5Y | -40.7% | +61.8% | -102.6% | -45.6% |
| 10Y | +24.3% | +218.3% | -194.0% | +0.9% |
| All | +601.4% | +1,204.8% | -603.4% | +202.2% |
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