+207.3%
GDX vs NBIX
+705.3%
-497.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.2% | +0.4% | -2.5% | -2.2% |
| 30D | +6.8% | -0.2% | +6.9% | +6.8% |
| 3M | +24.9% | -4.0% | +28.9% | +25.3% |
| 6M | -4.2% | +20.6% | -24.8% | -5.9% |
| YTD | +13.2% | +10.1% | +3.1% | +12.1% |
| 1Y | +40.2% | +8.8% | +31.4% | +38.8% |
| 3Y | +249.6% | +42.5% | +207.1% | +235.2% |
| 5Y | +230.4% | +61.5% | +168.9% | +211.6% |
| 10Y | +305.4% | +217.6% | +87.8% | +247.1% |
| All | +207.3% | +705.3% | -497.9% | +83.7% |
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