+17.7%
GFS vs NBIX
+16.6%
+1.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +0.7% | -6.7% | -6.1% |
| 7D | -12.5% | +14.1% | -26.6% | -14.8% |
| 30D | -16.9% | +15.1% | -32.1% | -19.3% |
| 3M | -22.3% | 0.0% | -22.3% | -22.4% |
| 6M | -40.2% | +23.9% | -64.1% | -44.4% |
| YTD | +16.0% | +17.1% | -1.1% | +9.5% |
| 1Y | +17.7% | +16.0% | +1.7% | +11.2% |
| All | +17.7% | +16.6% | +1.0% | +11.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling