+195.4%
F vs NBIX
+1,192.8%
-997.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | 0.0% | -3.9% | -3.9% |
| 7D | -4.9% | -1.7% | -3.2% | -4.7% |
| 30D | -2.9% | -5.9% | +3.0% | -2.2% |
| 3M | -9.1% | -6.1% | -2.9% | -8.5% |
| 6M | +12.9% | +19.4% | -6.5% | +10.3% |
| YTD | +6.1% | +9.4% | -3.3% | +4.5% |
| 1Y | +22.5% | +7.6% | +14.9% | +20.8% |
| 3Y | +32.1% | +42.0% | -9.9% | +24.3% |
| 5Y | +43.7% | +64.3% | -20.5% | +31.8% |
| 10Y | +84.1% | +215.4% | -131.3% | +50.0% |
| All | +195.4% | +1,192.8% | -997.4% | +36.7% |
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