-77.1%
DOCU vs NBIX
+63.6%
-140.7%
-86.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -1.4% | -1.7% | +0.2% | -0.9% |
| 30D | +8.1% | -5.9% | +14.0% | +10.2% |
| 3M | +43.0% | -6.1% | +49.1% | +45.0% |
| 6M | +32.4% | +19.4% | +13.0% | +21.6% |
| YTD | -5.8% | +9.4% | -15.2% | -10.8% |
| 1Y | -19.2% | +7.6% | -26.8% | -23.5% |
| 3Y | +28.4% | +42.0% | -13.6% | -2.0% |
| 5Y | -77.1% | +64.3% | -141.3% | -86.5% |
| All | -77.1% | +63.6% | -140.7% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling