+632.4%
GEV vs NBIX
+10.5%
+621.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +1.6% | +0.4% | +1.3% | +1.5% |
| 30D | -7.9% | -0.2% | -7.8% | -7.9% |
| 3M | +5.6% | -4.0% | +9.6% | +6.2% |
| 6M | +13.1% | +20.6% | -7.5% | +5.8% |
| YTD | +46.7% | +10.1% | +36.6% | +40.8% |
| 1Y | +51.3% | +8.8% | +42.5% | +45.8% |
| All | +632.4% | +10.5% | +621.9% | +550.5% |
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