+1,131.0%
IJR vs NBIX
+676.2%
+454.8%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 6M | +14.7% | +20.6% | -5.9% | +10.8% |
| YTD | +18.9% | +10.1% | +8.7% | +16.3% |
| 1Y | +19.9% | +8.8% | +11.2% | +17.4% |
| 3Y | +53.0% | +42.5% | +10.5% | +41.2% |
| 5Y | +40.9% | +61.5% | -20.6% | +26.1% |
| 10Y | +171.1% | +217.6% | -46.5% | +106.6% |
| All | +1,131.0% | +676.2% | +454.8% | +410.4% |
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