-0.8%
GFS vs NBIX
+52.8%
-53.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.5% | -1.7% | +6.2% | +4.9% |
| 30D | -8.2% | -5.9% | -2.3% | -7.0% |
| 3M | -38.9% | -6.1% | -32.7% | -38.3% |
| 6M | -2.9% | +19.4% | -22.3% | -7.8% |
| YTD | +31.8% | +9.4% | +22.4% | +27.5% |
| 1Y | +43.1% | +7.6% | +35.5% | +38.8% |
| 3Y | -20.6% | +42.0% | -62.6% | -30.3% |
| All | -0.8% | +52.8% | -53.6% | -16.5% |
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