+2,346.1%
GLW vs NBIX
+1,204.8%
+1,141.3%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.3% |
| 7D | +11.7% | -1.1% | +12.9% | +11.9% |
| 30D | +2.7% | -3.3% | +6.0% | +3.2% |
| 3M | -2.8% | -2.7% | -0.2% | -2.7% |
| 6M | +20.2% | +20.6% | -0.4% | +15.9% |
| YTD | +87.3% | +10.4% | +76.9% | +83.1% |
| 1Y | +119.6% | +10.8% | +108.7% | +114.2% |
| 3Y | +453.7% | +43.3% | +410.4% | +408.6% |
| 5Y | +376.1% | +61.8% | +314.2% | +322.7% |
| 10Y | +837.2% | +218.3% | +619.0% | +599.5% |
| All | +2,346.1% | +1,204.8% | +1,141.3% | +793.4% |
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