+488.6%
LDOS vs NBIX
+1,237.1%
-748.4%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.3% |
| 7D | -1.6% | +1.7% | -3.3% | -1.8% |
| 30D | +8.2% | +23.2% | -14.9% | +5.7% |
| 3M | -8.2% | +11.0% | -19.2% | -9.4% |
| 6M | +5.8% | +3.8% | +2.1% | +4.9% |
| YTD | -27.0% | +18.0% | -45.0% | -28.8% |
| 1Y | -31.0% | +16.1% | -47.1% | -32.6% |
| 3Y | +29.3% | +51.8% | -22.6% | +21.2% |
| 5Y | +48.7% | +90.2% | -41.5% | +35.3% |
| 10Y | +228.0% | +218.4% | +9.6% | +176.4% |
| All | +488.6% | +1,237.1% | -748.4% | +263.6% |
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