+4,070.9%
GD vs NBIX
+1,192.8%
+2,878.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -3.5% | -1.0% | -2.4% | -3.4% |
| 30D | -9.0% | -5.1% | -4.0% | -8.7% |
| 3M | +5.1% | -4.9% | +10.0% | +5.4% |
| 6M | -1.0% | +21.1% | -22.1% | -2.6% |
| YTD | +7.3% | +9.4% | -2.1% | +6.3% |
| 1Y | +12.4% | +7.9% | +4.6% | +11.4% |
| 3Y | +73.7% | +42.0% | +31.7% | +67.2% |
| 5Y | +93.8% | +63.7% | +30.0% | +83.5% |
| 10Y | +190.6% | +207.2% | -16.6% | +157.0% |
| All | +4,070.9% | +1,192.8% | +2,878.1% | +2,487.7% |
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