+273.7%
IR vs NBIX
+199.4%
+74.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -4.5% | +0.4% | -4.9% | -4.6% |
| 30D | -13.9% | -0.2% | -13.8% | -13.9% |
| 3M | -0.3% | -4.0% | +3.6% | +0.1% |
| 6M | -14.3% | +20.6% | -34.9% | -17.9% |
| YTD | -7.9% | +10.1% | -18.0% | -10.4% |
| 1Y | -9.9% | +8.8% | -18.7% | -12.3% |
| 3Y | +6.5% | +42.5% | -35.9% | -4.1% |
| 5Y | +34.0% | +61.5% | -27.5% | +15.9% |
| All | +273.7% | +199.4% | +74.3% | +192.7% |
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