+4,593.2%
ECL vs NBIX
+1,204.8%
+3,388.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -2.6% | -1.1% | -1.5% | -2.5% |
| 30D | -4.6% | -3.3% | -1.3% | -4.3% |
| 3M | +6.0% | -2.7% | +8.6% | +6.1% |
| 6M | -3.0% | +20.6% | -23.5% | -4.7% |
| YTD | +4.0% | +10.4% | -6.4% | +2.8% |
| 1Y | +2.0% | +10.8% | -8.8% | +0.7% |
| 3Y | +53.9% | +43.3% | +10.6% | +47.4% |
| 5Y | +27.1% | +61.8% | -34.7% | +19.7% |
| 10Y | +155.0% | +218.3% | -63.3% | +121.2% |
| All | +4,593.2% | +1,204.8% | +3,388.5% | +2,759.1% |
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