+799.9%
EXPE vs NBIX
+213.1%
+586.7%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.7% | +1.5% |
| 7D | -5.8% | +0.4% | -6.1% | -5.8% |
| 30D | -13.6% | -0.2% | -13.4% | -13.6% |
| 3M | +25.2% | -4.0% | +29.2% | +25.8% |
| 6M | +22.3% | +20.6% | +1.8% | +18.0% |
| YTD | -0.3% | +10.1% | -10.5% | -2.6% |
| 1Y | +27.8% | +8.8% | +19.0% | +24.8% |
| 3Y | +162.4% | +42.5% | +120.0% | +139.3% |
| 5Y | +95.8% | +61.5% | +34.3% | +73.8% |
| 10Y | +165.8% | +217.6% | -51.8% | +102.9% |
| All | +799.9% | +213.1% | +586.7% | +280.3% |
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