+1,407.9%
EXC vs NBIX
+1,204.8%
+203.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -1.6% | -1.1% | -0.5% | -1.6% |
| 30D | -2.4% | -3.3% | +0.9% | -2.2% |
| 3M | -4.0% | -2.7% | -1.3% | -3.9% |
| 6M | -9.8% | +20.6% | -30.4% | -10.8% |
| YTD | +2.3% | +10.4% | -8.1% | +1.5% |
| 1Y | +3.8% | +10.8% | -7.0% | +2.9% |
| 3Y | +19.7% | +43.3% | -23.5% | +16.3% |
| 5Y | +45.6% | +61.8% | -16.2% | +39.9% |
| 10Y | +159.0% | +218.3% | -59.3% | +136.4% |
| All | +1,407.9% | +1,204.8% | +203.2% | +978.2% |
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