+498.1%
LDOS vs NBIX
+1,143.1%
-645.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +0.7% |
| 7D | -5.4% | +1.0% | -6.4% | -5.5% |
| 30D | +4.9% | -3.6% | +8.5% | +5.3% |
| 3M | +7.2% | -7.0% | +14.2% | +7.8% |
| 6M | -24.2% | +16.6% | -40.9% | -25.8% |
| YTD | -25.8% | +9.7% | -35.5% | -26.9% |
| 1Y | -24.7% | +10.9% | -35.6% | -26.1% |
| 3Y | +39.3% | +40.7% | -1.4% | +31.8% |
| 5Y | +43.3% | +62.3% | -19.0% | +32.8% |
| 10Y | +278.6% | +214.8% | +63.8% | +219.7% |
| All | +498.1% | +1,143.1% | -645.1% | +273.1% |
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 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