+13,542.6%
MA vs NBIX
+703.8%
+12,838.8%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -3.5% | -1.7% | -1.8% | -3.3% |
| 30D | +0.8% | -5.9% | +6.7% | +1.6% |
| 3M | +14.8% | -6.1% | +20.9% | +15.6% |
| 6M | +10.0% | +19.4% | -9.4% | +6.7% |
| YTD | -0.1% | +9.4% | -9.5% | -2.0% |
| 1Y | -2.2% | +7.6% | -9.8% | -4.0% |
| 3Y | +39.3% | +42.0% | -2.7% | +28.9% |
| 5Y | +66.3% | +64.3% | +2.1% | +49.2% |
| 10Y | +513.2% | +215.4% | +297.8% | +383.6% |
| All | +13,542.6% | +703.8% | +12,838.8% | +6,277.3% |
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