+585.8%
DVN vs NBIX
+1,201.8%
-616.1%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | +4.5% | +0.4% | +4.1% | +4.5% |
| 30D | +12.0% | -0.2% | +12.1% | +12.0% |
| 3M | +13.4% | -4.0% | +17.4% | +13.7% |
| 6M | +12.1% | +20.6% | -8.5% | +9.1% |
| YTD | +38.8% | +10.1% | +28.7% | +36.4% |
| 1Y | +46.0% | +8.8% | +37.2% | +43.4% |
| 3Y | +9.5% | +42.5% | -33.0% | +3.1% |
| 5Y | +125.3% | +61.5% | +63.8% | +107.4% |
| 10Y | +66.6% | +217.6% | -151.0% | +39.9% |
| All | +585.8% | +1,201.8% | -616.1% | +278.8% |
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