+60.0%
IVZ vs NBIX
+219.9%
-159.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -2.4% | +0.4% | -2.8% | -2.5% |
| 30D | +3.0% | -0.2% | +3.2% | +3.0% |
| 3M | +14.9% | -4.0% | +18.9% | +15.4% |
| 6M | +36.7% | +20.6% | +16.1% | +30.8% |
| YTD | +25.7% | +10.1% | +15.5% | +22.1% |
| 1Y | +47.7% | +8.8% | +38.9% | +43.5% |
| 3Y | +138.8% | +42.5% | +96.3% | +114.1% |
| 5Y | +62.1% | +61.5% | +0.6% | +39.9% |
| All | +60.0% | +219.9% | -159.8% | +23.9% |
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