-0.8%
IOT vs NBIX
+10.4%
-11.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | -2.4% | -0.2% | -2.3% | -2.5% |
| 3M | +19.0% | -4.0% | +23.0% | +18.5% |
| 6M | +19.6% | +20.6% | -1.0% | +14.3% |
| YTD | +8.3% | +10.1% | -1.9% | +6.4% |
| 1Y | -0.8% | +8.8% | -9.6% | -3.5% |
| All | -0.8% | +10.4% | -11.2% | -3.5% |
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