+793.1%
GLD vs NBIX
+219.2%
+573.9%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.7% | -1.7% |
| 7D | -3.4% | -1.1% | -2.3% | -3.4% |
| 30D | -1.1% | -3.3% | +2.2% | -1.1% |
| 3M | +5.8% | -2.7% | +8.5% | +5.8% |
| 6M | -17.1% | +20.6% | -37.6% | -17.2% |
| YTD | 0.0% | +10.4% | -10.4% | -0.1% |
| 1Y | +18.2% | +10.8% | +7.4% | +18.1% |
| 3Y | +122.6% | +43.3% | +79.3% | +121.9% |
| 5Y | +137.1% | +61.8% | +75.2% | +136.1% |
| 10Y | +212.7% | +218.3% | -5.6% | +209.7% |
| All | +793.1% | +219.2% | +573.9% | +721.6% |
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