+192.5%
JNJ vs NBIX
+219.9%
-27.3%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -3.5% | +0.4% | -3.9% | -3.5% |
| 30D | +2.3% | -0.2% | +2.5% | +2.3% |
| 3M | +12.0% | -4.0% | +16.0% | +12.3% |
| 6M | +10.5% | +20.6% | -10.1% | +8.3% |
| YTD | +30.4% | +10.1% | +20.2% | +28.8% |
| 1Y | +52.1% | +8.8% | +43.3% | +50.2% |
| 3Y | +77.8% | +42.5% | +35.3% | +69.0% |
| 5Y | +82.9% | +61.5% | +21.4% | +70.5% |
| All | +192.5% | +219.9% | -27.3% | +158.4% |
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