+435.5%
EWZ vs NBIX
+325.0%
+110.5%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -0.1% | -1.7% | +1.6% | +0.2% |
| 30D | +8.2% | -5.9% | +14.1% | +9.2% |
| 3M | +13.3% | -6.1% | +19.4% | +14.2% |
| 6M | +3.6% | +19.4% | -15.8% | +0.2% |
| YTD | +21.0% | +9.4% | +11.6% | +18.5% |
| 1Y | +34.7% | +7.6% | +27.1% | +32.0% |
| 3Y | +48.3% | +42.0% | +6.3% | +36.2% |
| 5Y | +60.1% | +64.3% | -4.2% | +41.8% |
| 10Y | +92.6% | +215.4% | -122.8% | +45.4% |
| All | +435.5% | +325.0% | +110.5% | +109.1% |
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