+89.4%
EWZ vs NBIX
+219.9%
-130.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.7% | -0.9% |
| 7D | +0.9% | +0.4% | +0.5% | +0.8% |
| 30D | +12.8% | -0.2% | +13.0% | +12.8% |
| 3M | +10.8% | -4.0% | +14.7% | +11.2% |
| 6M | +2.5% | +20.6% | -18.1% | -1.1% |
| YTD | +21.4% | +10.1% | +11.2% | +18.6% |
| 1Y | +32.8% | +8.8% | +24.0% | +29.8% |
| 3Y | +45.2% | +42.5% | +2.7% | +32.4% |
| 5Y | +63.0% | +61.5% | +1.5% | +43.4% |
| All | +89.4% | +219.9% | -130.5% | +55.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling