+154.3%
IP vs NBIX
+1,192.8%
-1,038.4%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -2.0% |
| 7D | +0.1% | -1.0% | +1.1% | +0.2% |
| 30D | -11.2% | -5.1% | -6.2% | -10.7% |
| 3M | +12.3% | -4.9% | +17.2% | +13.0% |
| 6M | -5.2% | +21.1% | -26.3% | -7.7% |
| YTD | -4.0% | +9.4% | -13.3% | -5.4% |
| 1Y | -19.2% | +7.9% | -27.1% | -20.4% |
| 3Y | +20.3% | +42.0% | -21.6% | +13.0% |
| 5Y | -17.5% | +63.7% | -81.2% | -24.7% |
| 10Y | +21.2% | +207.2% | -186.0% | -3.3% |
| All | +154.3% | +1,192.8% | -1,038.4% | +18.1% |
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 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