+423.0%
ECHO vs NBIX
+43.8%
+379.1%
-50.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.5% |
| 7D | +3.7% | +0.4% | +3.3% | +3.6% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | -27.3% | -4.0% | -23.3% | -26.7% |
| 6M | -17.0% | +20.6% | -37.6% | -21.0% |
| YTD | -14.3% | +10.1% | -24.5% | -16.9% |
| 1Y | +20.9% | +8.8% | +12.1% | +17.1% |
| 3Y | +423.0% | +42.5% | +380.5% | +354.7% |
| All | +423.0% | +43.8% | +379.1% | +354.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling