+146.1%
EWJ vs NBIX
+1,201.8%
-1,055.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +0.3% | +0.4% | -0.1% | +0.3% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | +7.5% | -4.0% | +11.5% | +7.8% |
| 6M | +15.6% | +20.6% | -5.0% | +13.5% |
| YTD | +22.7% | +10.1% | +12.6% | +21.3% |
| 1Y | +26.4% | +8.8% | +17.6% | +25.0% |
| 3Y | +72.5% | +42.5% | +30.0% | +65.0% |
| 5Y | +52.4% | +61.5% | -9.0% | +43.2% |
| 10Y | +143.8% | +217.6% | -73.7% | +109.2% |
| All | +146.1% | +1,201.8% | -1,055.7% | +57.2% |
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