+36.1%
JCI vs NBIX
+14.2%
+22.0%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.2% |
| 7D | +3.8% | +1.0% | +2.8% | +3.7% |
| 30D | -5.7% | -3.6% | -2.0% | -5.2% |
| 3M | -1.4% | -7.0% | +5.6% | -1.2% |
| 6M | +4.1% | +16.6% | -12.5% | -1.6% |
| YTD | +21.7% | +9.7% | +12.0% | +16.9% |
| 1Y | +36.1% | +10.9% | +25.3% | +29.7% |
| All | +36.1% | +14.2% | +22.0% | +29.7% |
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