+916.7%
IVZ vs NBIX
+1,192.8%
-276.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +1.1% | -1.0% | +2.1% | +1.3% |
| 30D | +3.1% | -5.1% | +8.2% | +4.0% |
| 3M | +18.2% | -4.9% | +23.1% | +18.9% |
| 6M | +38.6% | +21.1% | +17.5% | +33.4% |
| YTD | +25.9% | +9.4% | +16.5% | +23.1% |
| 1Y | +51.7% | +7.9% | +43.8% | +48.3% |
| 3Y | +138.7% | +42.0% | +96.7% | +118.6% |
| 5Y | +62.8% | +63.7% | -0.9% | +43.7% |
| 10Y | +60.9% | +207.2% | -146.3% | +19.4% |
| All | +916.7% | +1,192.8% | -276.0% | +300.6% |
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