+2,059.7%
GS vs NBIX
+3,445.8%
-1,386.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +3.4% | -1.0% | +4.4% | +3.6% |
| 30D | +0.2% | -5.1% | +5.3% | +1.1% |
| 3M | -0.3% | -4.9% | +4.6% | +0.3% |
| 6M | +27.4% | +21.1% | +6.3% | +22.6% |
| YTD | +19.6% | +9.4% | +10.3% | +17.0% |
| 1Y | +42.5% | +7.9% | +34.6% | +39.4% |
| 3Y | +240.4% | +42.0% | +198.5% | +212.0% |
| 5Y | +188.9% | +63.7% | +125.2% | +154.7% |
| 10Y | +642.6% | +207.2% | +435.4% | +450.0% |
| All | +2,059.7% | +3,445.8% | -1,386.1% | +506.5% |
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