+252.7%
ECHO vs NBIX
+3,387.1%
-3,134.4%
-80.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +3.7% | +0.4% | +3.3% | +3.7% |
| 30D | +0.7% | -0.2% | +0.9% | +0.7% |
| 3M | -27.3% | -4.0% | -23.3% | -27.0% |
| 6M | -17.0% | +20.6% | -37.6% | -19.1% |
| YTD | -14.3% | +10.1% | -24.5% | -15.6% |
| 1Y | +20.9% | +8.8% | +12.1% | +19.0% |
| 3Y | +423.0% | +42.5% | +380.5% | +392.9% |
| 5Y | +265.7% | +61.5% | +204.2% | +237.3% |
| 10Y | +197.1% | +217.6% | -20.5% | +142.3% |
| All | +252.7% | +3,387.1% | -3,134.4% | +85.3% |
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