+1,235.8%
EWY vs NBIX
+671.5%
+564.3%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.2% | +3.5% | +3.3% |
| 7D | -0.1% | +0.4% | -0.5% | -0.1% |
| 30D | +7.3% | -0.2% | +7.5% | +7.3% |
| 3M | -5.1% | -4.0% | -1.1% | -4.8% |
| 6M | +42.1% | +20.6% | +21.5% | +37.7% |
| YTD | +94.1% | +10.1% | +84.0% | +90.6% |
| 1Y | +147.8% | +8.8% | +139.0% | +143.2% |
| 3Y | +222.9% | +42.5% | +180.4% | +198.7% |
| 5Y | +150.6% | +61.5% | +89.1% | +124.3% |
| 10Y | +304.4% | +217.6% | +86.8% | +207.7% |
| All | +1,235.8% | +671.5% | +564.3% | +302.5% |
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