+4,265.0%
IDXX vs NBIX
+1,201.8%
+3,063.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.1% | -0.3% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | -11.5% | -0.2% | -11.4% | -11.6% |
| 3M | -9.5% | -4.0% | -5.5% | -9.2% |
| 6M | -16.0% | +20.6% | -36.6% | -18.3% |
| YTD | -25.4% | +10.1% | -35.5% | -26.6% |
| 1Y | -21.8% | +8.8% | -30.6% | -23.1% |
| 3Y | +7.0% | +42.5% | -35.4% | +0.2% |
| 5Y | -26.0% | +61.5% | -87.4% | -32.2% |
| 10Y | +358.9% | +217.6% | +141.4% | +271.3% |
| All | +4,265.0% | +1,201.8% | +3,063.1% | +1,748.3% |
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