+47.6%
JD vs NBIX
+1,110.0%
-1,062.4%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | -0.1% |
| 7D | -2.6% | -1.1% | -1.5% | -2.4% |
| 30D | -15.4% | -3.3% | -12.0% | -14.8% |
| 3M | -5.0% | -2.7% | -2.4% | -4.8% |
| 6M | +0.9% | +20.6% | -19.7% | -3.4% |
| YTD | -2.5% | +10.4% | -12.9% | -5.2% |
| 1Y | -16.0% | +10.8% | -26.9% | -18.6% |
| 3Y | -8.5% | +43.3% | -51.8% | -18.8% |
| 5Y | -61.8% | +61.8% | -123.6% | -67.4% |
| 10Y | +16.9% | +218.3% | -201.3% | -17.2% |
| All | +47.6% | +1,110.0% | -1,062.4% | -36.3% |
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 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