+137.2%
MAS vs NBIX
+219.9%
-82.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -5.7% | +0.4% | -6.1% | -5.8% |
| 30D | -7.8% | -0.2% | -7.6% | -7.8% |
| 3M | -6.7% | -4.0% | -2.7% | -6.3% |
| 6M | +10.7% | +20.6% | -9.9% | +7.1% |
| YTD | +9.4% | +10.1% | -0.7% | +7.1% |
| 1Y | -7.2% | +8.8% | -16.0% | -9.1% |
| 3Y | +27.5% | +42.5% | -15.0% | +17.2% |
| 5Y | +26.4% | +61.5% | -35.1% | +12.7% |
| All | +137.2% | +219.9% | -82.6% | +96.2% |
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