+1.3%
GFS vs NBIX
+53.8%
-52.5%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.2% |
| 7D | +3.8% | +0.4% | +3.5% | +3.8% |
| 30D | -11.7% | -0.2% | -11.5% | -11.7% |
| 3M | -41.8% | -4.0% | -37.8% | -41.5% |
| 6M | +6.6% | +20.6% | -14.0% | +1.0% |
| YTD | +34.6% | +10.1% | +24.5% | +30.1% |
| 1Y | +46.2% | +8.8% | +37.4% | +41.4% |
| 3Y | -20.3% | +42.5% | -62.8% | -30.1% |
| All | +1.3% | +53.8% | -52.5% | -14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling