+209.6%
ESI vs NBIX
+1,393.5%
-1,183.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.6% | +0.4% | -5.0% | -4.7% |
| 30D | -10.5% | -0.2% | -10.3% | -10.5% |
| 3M | -19.8% | -4.0% | -15.8% | -19.6% |
| 6M | +5.8% | +20.6% | -14.8% | +1.9% |
| YTD | +38.3% | +10.1% | +28.2% | +35.1% |
| 1Y | +31.5% | +8.8% | +22.7% | +28.5% |
| 3Y | +80.7% | +42.5% | +38.2% | +66.0% |
| 5Y | +69.4% | +61.5% | +7.9% | +50.3% |
| 10Y | +303.8% | +217.6% | +86.2% | +214.9% |
| All | +209.6% | +1,393.5% | -1,183.9% | +149.4% |
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