+340.5%
JCI vs NBIX
+219.9%
+120.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.5% | +2.3% |
| 7D | +0.7% | +0.4% | +0.4% | +0.7% |
| 30D | -4.4% | -0.2% | -4.3% | -4.4% |
| 3M | +1.7% | -4.0% | +5.7% | +1.9% |
| 6M | +8.8% | +20.6% | -11.8% | +5.2% |
| YTD | +22.6% | +10.1% | +12.5% | +20.1% |
| 1Y | +36.2% | +8.8% | +27.4% | +33.5% |
| 3Y | +168.0% | +42.5% | +125.5% | +147.9% |
| 5Y | +113.5% | +61.5% | +52.0% | +92.5% |
| All | +340.5% | +219.9% | +120.6% | +270.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling