-13.3%
IBM vs NBIX
+16.6%
-29.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.6% |
| 7D | +0.4% | +14.1% | -13.7% | -1.1% |
| 30D | +14.8% | +15.1% | -0.4% | +12.8% |
| 3M | +8.9% | 0.0% | +8.9% | +9.4% |
| 6M | +12.4% | +23.9% | -11.4% | +9.1% |
| YTD | -12.4% | +17.1% | -29.5% | -13.9% |
| 1Y | -13.3% | +16.0% | -29.2% | -14.6% |
| All | -13.3% | +16.6% | -29.9% | -14.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling