+42.1%
LDOS vs NBIX
+65.8%
-23.7%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | -2.1% | -1.1% | -1.0% | -2.0% |
| 30D | -8.0% | -3.3% | -4.7% | -7.6% |
| 3M | +6.8% | -2.7% | +9.5% | +6.9% |
| 6M | -24.5% | +20.6% | -45.0% | -27.3% |
| YTD | -27.8% | +10.4% | -38.1% | -29.5% |
| 1Y | -27.4% | +10.8% | -38.3% | -29.5% |
| 3Y | +39.9% | +43.3% | -3.4% | +23.7% |
| 5Y | +42.1% | +61.8% | -19.8% | +23.1% |
| All | +42.1% | +65.8% | -23.7% | +23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling