+136.2%
IVZ vs NBIX
+44.2%
+92.1%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.7% |
| 7D | -2.4% | -1.1% | -1.3% | -2.2% |
| 30D | +2.5% | -3.3% | +5.8% | +3.2% |
| 3M | +17.1% | -2.7% | +19.7% | +17.1% |
| 6M | +35.1% | +20.6% | +14.6% | +28.4% |
| YTD | +24.3% | +10.4% | +13.9% | +20.1% |
| 1Y | +48.7% | +10.8% | +37.8% | +43.0% |
| All | +136.2% | +44.2% | +92.1% | +101.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling