+274.5%
IR vs NBIX
+200.1%
+74.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | -3.1% | -1.1% | -1.9% | -2.9% |
| 30D | -14.0% | -3.3% | -10.7% | -13.5% |
| 3M | +3.7% | -2.7% | +6.4% | +3.9% |
| 6M | -15.4% | +20.6% | -35.9% | -18.9% |
| YTD | -7.7% | +10.4% | -18.1% | -10.2% |
| 1Y | -8.8% | +10.8% | -19.7% | -11.5% |
| 3Y | +5.6% | +43.3% | -37.7% | -5.1% |
| 5Y | +34.3% | +61.8% | -27.5% | +16.1% |
| All | +274.5% | +200.1% | +74.4% | +193.2% |
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