-54.8%
GTLB vs NBIX
+53.2%
-108.0%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | +15.1% | -0.2% | +15.3% | +15.0% |
| 3M | +65.5% | -4.0% | +69.4% | +66.7% |
| 6M | +102.9% | +20.6% | +82.3% | +85.9% |
| YTD | +25.2% | +10.1% | +15.1% | +18.3% |
| 1Y | -5.5% | +8.8% | -14.3% | -11.0% |
| 3Y | -10.9% | +42.5% | -53.4% | -32.2% |
| All | -54.8% | +53.2% | -108.0% | -69.0% |
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