+168.1%
IJR vs NBIX
+219.9%
-51.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.6% |
| 7D | -2.2% | +0.4% | -2.5% | -2.2% |
| 30D | -4.6% | -0.2% | -4.4% | -4.6% |
| 3M | +0.2% | -4.0% | +4.2% | +0.7% |
| 6M | +14.7% | +20.6% | -5.9% | +10.1% |
| YTD | +18.9% | +10.1% | +8.7% | +15.8% |
| 1Y | +19.9% | +8.8% | +11.2% | +16.9% |
| 3Y | +53.0% | +42.5% | +10.5% | +38.6% |
| 5Y | +40.9% | +61.5% | -20.6% | +23.0% |
| All | +168.1% | +219.9% | -51.8% | +113.9% |
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