+143.8%
IBM vs NBIX
+219.9%
-76.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.6% | +0.4% | +3.2% | +3.5% |
| 30D | +3.1% | -0.2% | +3.3% | +3.1% |
| 3M | -10.8% | -4.0% | -6.9% | -10.5% |
| 6M | -0.8% | +20.6% | -21.4% | -3.2% |
| YTD | -16.2% | +10.1% | -26.3% | -17.4% |
| 1Y | -2.9% | +8.8% | -11.7% | -4.3% |
| 3Y | +79.8% | +42.5% | +37.4% | +69.4% |
| 5Y | +124.9% | +61.5% | +63.4% | +107.0% |
| All | +143.8% | +219.9% | -76.0% | +115.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling