+1,098.7%
KEYS vs NBIX
+859.0%
+239.7%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.2% | +4.2% | +4.0% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | -4.5% | -0.2% | -4.3% | -4.5% |
| 3M | -0.4% | -4.0% | +3.6% | -0.1% |
| 6M | +19.1% | +20.6% | -1.5% | +13.8% |
| YTD | +66.7% | +10.1% | +56.5% | +62.0% |
| 1Y | +96.5% | +8.8% | +87.7% | +91.3% |
| 3Y | +155.2% | +42.5% | +112.7% | +131.0% |
| 5Y | +88.0% | +61.5% | +26.5% | +63.7% |
| 10Y | +1,046.8% | +217.6% | +829.2% | +769.7% |
| All | +1,098.7% | +859.0% | +239.7% | +689.6% |
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