+39.7%
EFX vs NBIX
+219.9%
-180.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | -6.1% | -0.2% | -5.9% | -6.1% |
| 3M | +6.2% | -4.0% | +10.2% | +6.7% |
| 6M | -11.2% | +20.6% | -31.8% | -14.1% |
| YTD | -21.4% | +10.1% | -31.6% | -23.0% |
| 1Y | -34.3% | +8.8% | -43.1% | -35.7% |
| 3Y | -12.5% | +42.5% | -55.0% | -19.2% |
| 5Y | -35.6% | +61.5% | -97.1% | -42.1% |
| All | +39.7% | +219.9% | -180.2% | +18.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling