+388.2%
EFA vs NBIX
+316.5%
+71.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -1.7% | -0.2% | -1.5% | -1.7% |
| 3M | +3.5% | -4.0% | +7.5% | +3.8% |
| 6M | +9.5% | +20.6% | -11.1% | +6.5% |
| YTD | +12.9% | +10.1% | +2.7% | +11.0% |
| 1Y | +18.2% | +8.8% | +9.4% | +16.2% |
| 3Y | +64.8% | +42.5% | +22.4% | +54.3% |
| 5Y | +53.9% | +61.5% | -7.6% | +40.3% |
| 10Y | +144.8% | +217.6% | -72.8% | +94.9% |
| All | +388.2% | +316.5% | +71.7% | +133.3% |
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