+43.0%
EXC vs NBIX
+59.9%
-17.0%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.1% | +0.4% | -1.5% | -1.1% |
| 30D | -3.6% | -0.2% | -3.5% | -3.6% |
| 3M | -4.3% | -4.0% | -0.3% | -4.2% |
| 6M | -9.9% | +20.6% | -30.5% | -10.7% |
| YTD | +1.8% | +10.1% | -8.4% | +1.3% |
| 1Y | +2.9% | +8.8% | -5.9% | +2.3% |
| 3Y | +19.1% | +42.5% | -23.4% | +13.8% |
| All | +43.0% | +59.9% | -17.0% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling