-18.0%
ELF vs NBIX
+14.2%
-32.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.5% |
| 7D | +5.4% | +1.0% | +4.3% | +5.1% |
| 30D | +27.0% | -3.6% | +30.6% | +28.0% |
| 3M | +113.2% | -7.0% | +120.2% | +115.7% |
| 6M | +36.6% | +16.6% | +19.9% | +28.6% |
| YTD | +44.2% | +9.7% | +34.5% | +36.8% |
| 1Y | -18.0% | +10.9% | -28.8% | -23.8% |
| All | -18.0% | +14.2% | -32.2% | -23.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling