+620.9%
KMB vs NBIX
+1,204.8%
-583.8%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -7.7% | -1.1% | -6.6% | -7.6% |
| 30D | -8.2% | -3.3% | -4.9% | -8.1% |
| 3M | -1.9% | -2.7% | +0.8% | -1.8% |
| 6M | -0.7% | +20.6% | -21.2% | -1.7% |
| YTD | +1.4% | +10.4% | -9.0% | +0.7% |
| 1Y | -19.1% | +10.8% | -30.0% | -19.7% |
| 3Y | -12.6% | +43.3% | -55.9% | -14.7% |
| 5Y | -12.7% | +61.8% | -74.5% | -15.6% |
| 10Y | +14.5% | +218.3% | -203.8% | +4.7% |
| All | +620.9% | +1,204.8% | -583.8% | +381.2% |
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