+404.8%
IT vs NBIX
+1,201.8%
-797.0%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -0.2% | +5.5% | +5.3% |
| 7D | -3.7% | +0.4% | -4.0% | -3.7% |
| 30D | +0.1% | -0.2% | +0.2% | +0.1% |
| 3M | +20.7% | -4.0% | +24.7% | +21.2% |
| 6M | +12.0% | +20.6% | -8.6% | +8.6% |
| YTD | -28.8% | +10.1% | -39.0% | -30.2% |
| 1Y | -25.5% | +8.8% | -34.3% | -26.9% |
| 3Y | -48.8% | +42.5% | -91.2% | -52.3% |
| 5Y | -42.7% | +61.5% | -104.2% | -48.0% |
| 10Y | +102.5% | +217.6% | -115.1% | +58.5% |
| All | +404.8% | +1,201.8% | -797.0% | +115.1% |
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