+137.7%
GLD vs NBIX
+59.9%
+77.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -2.0% | +0.4% | -2.3% | -2.0% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | +3.2% | -4.0% | +7.2% | +3.4% |
| 6M | -16.3% | +20.6% | -36.9% | -16.9% |
| YTD | +0.6% | +10.1% | -9.5% | +0.1% |
| 1Y | +19.1% | +8.8% | +10.3% | +18.5% |
| 3Y | +123.5% | +42.5% | +81.0% | +120.9% |
| All | +137.7% | +59.9% | +77.8% | +134.1% |
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