+2,258.4%
ICE vs NBIX
+179.5%
+2,079.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.4% |
| 30D | +4.0% | -0.2% | +4.2% | +4.0% |
| 3M | +13.7% | -4.0% | +17.7% | +14.1% |
| 6M | +0.9% | +20.6% | -19.7% | -2.1% |
| YTD | -2.1% | +10.1% | -12.3% | -4.0% |
| 1Y | -9.5% | +8.8% | -18.3% | -11.3% |
| 3Y | +42.1% | +42.5% | -0.4% | +31.8% |
| 5Y | +41.4% | +61.5% | -20.1% | +27.4% |
| 10Y | +216.7% | +217.6% | -0.9% | +145.4% |
| All | +2,258.4% | +179.5% | +2,079.0% | +993.6% |
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 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