+3,363.4%
JPM vs NBIX
+1,201.8%
+2,161.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.7% | +0.4% | -1.0% | -0.7% |
| 30D | -2.5% | -0.2% | -2.3% | -2.4% |
| 3M | +14.1% | -4.0% | +18.1% | +14.6% |
| 6M | +25.1% | +20.6% | +4.5% | +20.8% |
| YTD | +12.1% | +10.1% | +2.0% | +9.7% |
| 1Y | +18.8% | +8.8% | +10.0% | +16.3% |
| 3Y | +163.4% | +42.5% | +120.9% | +142.6% |
| 5Y | +156.5% | +61.5% | +95.1% | +128.9% |
| 10Y | +595.1% | +217.6% | +377.5% | +424.2% |
| All | +3,363.4% | +1,201.8% | +2,161.5% | +1,199.3% |
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