+713.9%
LUV vs NBIX
+1,201.8%
-487.9%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | -1.0% | +0.4% | -1.3% | -1.0% |
| 30D | -12.4% | -0.2% | -12.2% | -12.4% |
| 3M | -11.0% | -4.0% | -7.0% | -10.7% |
| 6M | -5.0% | +20.6% | -25.6% | -7.3% |
| YTD | -3.8% | +10.1% | -13.9% | -5.2% |
| 1Y | +25.9% | +8.8% | +17.1% | +24.2% |
| 3Y | +42.2% | +42.5% | -0.2% | +34.3% |
| 5Y | -10.8% | +61.5% | -72.3% | -17.6% |
| 10Y | +19.0% | +217.6% | -198.6% | -2.9% |
| All | +713.9% | +1,201.8% | -487.9% | +290.5% |
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 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