+27.7%
JCI vs NBIX
+16.6%
+11.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.7% | -7.0% | -6.4% |
| 7D | -10.7% | +14.1% | -24.8% | -12.4% |
| 30D | -10.4% | +15.1% | -25.5% | -12.2% |
| 3M | -8.3% | 0.0% | -8.3% | -8.3% |
| 6M | -2.1% | +23.9% | -26.0% | -9.0% |
| YTD | +18.4% | +17.1% | +1.3% | +12.4% |
| 1Y | +27.7% | +16.0% | +11.7% | +20.3% |
| All | +27.7% | +16.6% | +11.0% | +20.3% |
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