+24.3%
ILMN vs NBIX
+219.9%
-195.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | +7.0% | -0.2% | +7.2% | +7.0% |
| 3M | +24.2% | -4.0% | +28.2% | +25.3% |
| 6M | +69.9% | +20.6% | +49.3% | +59.6% |
| YTD | +57.4% | +10.1% | +47.3% | +51.4% |
| 1Y | +107.9% | +8.8% | +99.1% | +100.6% |
| 3Y | +37.1% | +42.5% | -5.3% | +18.9% |
| 5Y | -53.7% | +61.5% | -115.2% | -62.1% |
| All | +24.3% | +219.9% | -195.5% | -7.4% |
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 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