-51.7%
DOCS vs NBIX
+55.4%
-107.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.5% |
| 7D | -2.9% | +0.4% | -3.3% | -3.0% |
| 30D | +2.4% | -0.2% | +2.5% | +2.3% |
| 3M | +27.8% | -4.0% | +31.8% | +28.3% |
| 6M | +3.8% | +20.6% | -16.8% | +1.8% |
| YTD | -42.2% | +10.1% | -52.4% | -42.9% |
| 1Y | -63.6% | +8.8% | -72.4% | -64.0% |
| 3Y | +12.7% | +42.5% | -29.8% | -2.5% |
| 5Y | -74.9% | +61.5% | -136.4% | -80.8% |
| All | -51.7% | +55.4% | -107.1% | -63.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling