+1,439.1%
ED vs NBIX
+1,201.8%
+237.2%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | 0.0% | -0.2% |
| 7D | -0.8% | +0.4% | -1.1% | -0.8% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +0.5% | -4.0% | +4.5% | +0.5% |
| 6M | -3.1% | +20.6% | -23.7% | -3.8% |
| YTD | +9.8% | +10.1% | -0.3% | +9.3% |
| 1Y | +12.6% | +8.8% | +3.8% | +12.1% |
| 3Y | +31.4% | +42.5% | -11.1% | +29.1% |
| 5Y | +69.4% | +61.5% | +7.9% | +65.4% |
| 10Y | +108.7% | +217.6% | -108.9% | +96.2% |
| All | +1,439.1% | +1,201.8% | +237.2% | +1,106.3% |
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