+632.8%
LYB vs NBIX
+4,797.2%
-4,164.3%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.7% | -0.9% |
| 7D | +0.3% | +0.4% | -0.1% | +0.2% |
| 30D | +2.5% | -0.2% | +2.6% | +2.5% |
| 3M | +1.4% | -4.0% | +5.4% | +1.7% |
| 6M | -3.5% | +20.6% | -24.1% | -6.9% |
| YTD | +52.0% | +10.1% | +41.8% | +48.3% |
| 1Y | +22.1% | +8.8% | +13.3% | +19.1% |
| 3Y | -22.8% | +42.5% | -65.3% | -28.9% |
| 5Y | -3.4% | +61.5% | -64.8% | -13.7% |
| 10Y | +47.4% | +217.6% | -170.2% | +15.1% |
| All | +632.8% | +4,797.2% | -4,164.3% | +204.6% |
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