+163.0%
LII vs NBIX
+219.9%
-56.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.2% | -1.5% | -1.7% |
| 7D | -6.3% | +0.4% | -6.6% | -6.3% |
| 30D | -13.0% | -0.2% | -12.9% | -13.0% |
| 3M | -29.0% | -4.0% | -25.0% | -28.8% |
| 6M | -27.7% | +20.6% | -48.3% | -29.6% |
| YTD | -24.2% | +10.1% | -34.4% | -25.5% |
| 1Y | -34.8% | +8.8% | -43.6% | -35.9% |
| 3Y | -4.2% | +42.5% | -46.7% | -10.2% |
| 5Y | +20.9% | +61.5% | -40.6% | +10.9% |
| All | +163.0% | +219.9% | -56.9% | +127.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling