+142.3%
IEMG vs NBIX
+1,934.1%
-1,791.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | -1.3% | +0.4% | -1.7% | -1.3% |
| 30D | +1.9% | -0.2% | +2.1% | +1.9% |
| 3M | +1.4% | -4.0% | +5.4% | +1.7% |
| 6M | +15.2% | +20.6% | -5.4% | +12.9% |
| YTD | +23.8% | +10.1% | +13.7% | +22.3% |
| 1Y | +30.7% | +8.8% | +21.9% | +29.0% |
| 3Y | +83.3% | +42.5% | +40.8% | +74.4% |
| 5Y | +48.8% | +61.5% | -12.7% | +38.9% |
| 10Y | +142.8% | +217.6% | -74.8% | +112.6% |
| All | +142.3% | +1,934.1% | -1,791.8% | +86.8% |
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