+782.8%
IWM vs NBIX
+678.0%
+104.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.2% |
| 7D | -2.5% | -1.1% | -1.4% | -2.4% |
| 30D | -4.4% | -3.3% | -1.1% | -3.9% |
| 3M | +2.2% | -2.7% | +4.9% | +2.5% |
| 6M | +14.0% | +20.6% | -6.5% | +9.8% |
| YTD | +17.4% | +10.4% | +7.0% | +14.6% |
| 1Y | +22.9% | +10.8% | +12.1% | +19.8% |
| 3Y | +62.1% | +43.3% | +18.8% | +48.3% |
| 5Y | +38.2% | +61.8% | -23.7% | +22.5% |
| 10Y | +169.0% | +218.3% | -49.3% | +100.6% |
| All | +782.8% | +678.0% | +104.8% | +218.1% |
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