-90.0%
MARA vs NBIX
+2,147.8%
-2,237.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.2% | +5.0% | +4.9% |
| 7D | +5.9% | +0.4% | +5.6% | +5.8% |
| 30D | +24.3% | -0.2% | +24.4% | +24.3% |
| 3M | -12.0% | -4.0% | -8.0% | -11.3% |
| 6M | +40.1% | +20.6% | +19.5% | +34.2% |
| YTD | +33.4% | +10.1% | +23.3% | +30.1% |
| 1Y | -23.7% | +8.8% | -32.5% | -25.5% |
| 3Y | +19.0% | +42.5% | -23.5% | +9.1% |
| 5Y | -66.5% | +61.5% | -128.0% | -70.3% |
| 10Y | -73.4% | +217.6% | -291.0% | -78.5% |
| All | -90.0% | +2,147.8% | -2,237.8% | -96.1% |
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