+24,851.0%
KLAC vs NBIX
+1,201.8%
+23,649.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -2.7% | +0.4% | -3.0% | -2.7% |
| 30D | -13.2% | -0.2% | -13.0% | -13.2% |
| 3M | -25.0% | -4.0% | -21.0% | -24.8% |
| 6M | +23.6% | +20.6% | +3.0% | +18.9% |
| YTD | +49.2% | +10.1% | +39.1% | +45.7% |
| 1Y | +89.3% | +8.8% | +80.5% | +85.0% |
| 3Y | +274.4% | +42.5% | +231.9% | +243.1% |
| 5Y | +440.9% | +61.5% | +379.5% | +379.1% |
| 10Y | +2,947.7% | +217.6% | +2,730.1% | +2,199.9% |
| All | +24,851.0% | +1,201.8% | +23,649.1% | +8,451.9% |
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