+123.4%
ILMN vs NBIX
+14.2%
+109.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.2% | -0.9% |
| 7D | +1.2% | +1.0% | +0.2% | +0.8% |
| 30D | +9.2% | -3.6% | +12.8% | +10.7% |
| 3M | +29.8% | -7.0% | +36.8% | +32.6% |
| 6M | +69.2% | +16.6% | +52.6% | +56.5% |
| YTD | +66.4% | +9.7% | +56.6% | +58.1% |
| 1Y | +123.4% | +10.9% | +112.5% | +106.1% |
| All | +123.4% | +14.2% | +109.2% | +106.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling