+864.1%
EIX vs NBIX
+1,204.8%
-340.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +0.8% | -1.1% | +1.9% | +0.9% |
| 30D | -18.8% | -3.3% | -15.5% | -18.6% |
| 3M | -19.7% | -2.7% | -17.0% | -19.6% |
| 6M | -18.2% | +20.6% | -38.8% | -19.3% |
| YTD | -1.7% | +10.4% | -12.1% | -2.5% |
| 1Y | +7.8% | +10.8% | -3.1% | +6.8% |
| 3Y | -5.6% | +43.3% | -48.9% | -8.6% |
| 5Y | +23.7% | +61.8% | -38.2% | +18.3% |
| 10Y | +21.4% | +218.3% | -196.9% | +8.9% |
| All | +864.1% | +1,204.8% | -340.6% | +570.1% |
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