+28.2%
MAS vs NBIX
+63.6%
-35.4%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -2.2% | -1.7% | -0.5% | -1.9% |
| 30D | -6.7% | -5.9% | -0.8% | -5.8% |
| 3M | -3.7% | -6.1% | +2.4% | -2.9% |
| 6M | +9.0% | +19.4% | -10.4% | +5.4% |
| YTD | +10.8% | +9.4% | +1.4% | +8.4% |
| 1Y | -3.8% | +7.6% | -11.4% | -5.8% |
| 3Y | +30.0% | +42.0% | -11.9% | +17.3% |
| 5Y | +28.2% | +64.3% | -36.1% | +10.1% |
| All | +28.2% | +63.6% | -35.4% | +10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling