+2,798.6%
ITW vs NBIX
+1,201.8%
+1,596.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.7% | +0.4% | -1.1% | -0.8% |
| 30D | -8.3% | -0.2% | -8.2% | -8.3% |
| 3M | +6.0% | -4.0% | +10.0% | +6.3% |
| 6M | 0.0% | +20.6% | -20.6% | -2.3% |
| YTD | +10.2% | +10.1% | +0.1% | +8.6% |
| 1Y | +3.2% | +8.8% | -5.6% | +1.7% |
| 3Y | +21.0% | +42.5% | -21.5% | +14.5% |
| 5Y | +37.9% | +61.5% | -23.6% | +27.7% |
| 10Y | +193.2% | +217.6% | -24.4% | +143.6% |
| All | +2,798.6% | +1,201.8% | +1,596.8% | +1,339.6% |
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