-22.3%
IP vs NBIX
+65.8%
-88.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -5.9% | -1.1% | -4.8% | -5.7% |
| 30D | -17.0% | -3.3% | -13.7% | -16.5% |
| 3M | +8.9% | -2.7% | +11.6% | +9.4% |
| 6M | -10.0% | +20.6% | -30.5% | -13.2% |
| YTD | -9.8% | +10.4% | -20.1% | -11.9% |
| 1Y | -22.6% | +10.8% | -33.4% | -24.6% |
| 3Y | +13.1% | +43.3% | -30.2% | +2.0% |
| 5Y | -22.3% | +61.8% | -84.1% | -32.9% |
| All | -22.3% | +65.8% | -88.1% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling