+1,909.4%
LSCC vs NBIX
+219.9%
+1,689.5%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.2% | +5.1% | +5.0% |
| 7D | +3.3% | +0.4% | +3.0% | +3.2% |
| 30D | -7.4% | -0.2% | -7.2% | -7.4% |
| 3M | -16.2% | -4.0% | -12.2% | -15.6% |
| 6M | +31.9% | +20.6% | +11.3% | +24.7% |
| YTD | +62.8% | +10.1% | +52.6% | +57.4% |
| 1Y | +81.4% | +8.8% | +72.6% | +75.5% |
| 3Y | +33.1% | +42.5% | -9.4% | +16.1% |
| 5Y | +90.8% | +61.5% | +29.3% | +58.3% |
| All | +1,909.4% | +219.9% | +1,689.5% | +1,586.8% |
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