+6,036.0%
EW vs NBIX
+426.2%
+5,609.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.5% | -2.7% |
| 7D | -6.2% | +0.4% | -6.5% | -6.2% |
| 30D | -9.3% | -0.2% | -9.2% | -9.3% |
| 3M | -1.6% | -4.0% | +2.4% | -1.3% |
| 6M | -0.8% | +20.6% | -21.4% | -3.4% |
| YTD | -1.0% | +10.1% | -11.2% | -2.6% |
| 1Y | +8.2% | +8.8% | -0.6% | +6.4% |
| 3Y | +12.7% | +42.5% | -29.8% | +5.9% |
| 5Y | -30.2% | +61.5% | -91.7% | -35.9% |
| 10Y | +120.9% | +217.6% | -96.7% | +82.3% |
| All | +6,036.0% | +426.2% | +5,609.8% | +3,399.6% |
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 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