+5,656.1%
LITE vs NBIX
+195.8%
+5,460.3%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -0.3% | +11.4% | +11.1% |
| 7D | +12.6% | -1.0% | +13.7% | +12.8% |
| 30D | +9.9% | -5.1% | +15.0% | +11.1% |
| 3M | +9.3% | -4.9% | +14.2% | +9.9% |
| 6M | +75.2% | +21.1% | +54.2% | +65.4% |
| YTD | +165.5% | +9.4% | +156.1% | +156.8% |
| 1Y | +555.0% | +7.9% | +547.1% | +536.3% |
| 3Y | +1,870.5% | +42.0% | +1,828.5% | +1,688.2% |
| 5Y | +1,009.8% | +63.7% | +946.1% | +862.8% |
| 10Y | +2,502.5% | +207.2% | +2,295.3% | +2,011.6% |
| All | +5,656.1% | +195.8% | +5,460.3% | +4,414.0% |
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