+200.1%
GDDY vs NBIX
+219.9%
-19.8%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | +6.8% | -0.2% | +7.0% | +6.7% |
| 3M | +30.5% | -4.0% | +34.5% | +32.1% |
| 6M | +13.3% | +20.6% | -7.3% | +7.7% |
| YTD | -21.0% | +10.1% | -31.1% | -23.3% |
| 1Y | -34.0% | +8.8% | -42.8% | -36.0% |
| 3Y | +33.1% | +42.5% | -9.4% | +15.6% |
| 5Y | +30.3% | +61.5% | -31.2% | +7.4% |
| All | +200.1% | +219.9% | -19.8% | +125.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling