+30.7%
IVZ vs NBIX
+16.6%
+14.1%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.4% | +4.1% |
| 7D | +2.6% | +14.1% | -11.5% | +0.9% |
| 30D | -3.5% | +15.1% | -18.6% | -5.3% |
| 3M | -7.4% | 0.0% | -7.4% | -7.5% |
| 6M | +14.7% | +23.9% | -9.2% | +9.7% |
| YTD | +14.6% | +17.1% | -2.5% | +9.6% |
| 1Y | +30.7% | +16.0% | +14.7% | +25.6% |
| All | +30.7% | +16.6% | +14.1% | +25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling