+1,064.9%
MAS vs NBIX
+1,311.7%
-246.7%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | -0.2% |
| 7D | +1.2% | +6.0% | -4.9% | +0.4% |
| 30D | +21.6% | +25.4% | -3.8% | +18.2% |
| 3M | +14.1% | +8.2% | +5.9% | +12.8% |
| 6M | +22.6% | +8.7% | +13.9% | +20.9% |
| YTD | +35.4% | +19.4% | +16.0% | +31.7% |
| 1Y | +37.5% | +15.4% | +22.1% | +34.2% |
| 3Y | +58.3% | +58.1% | +0.3% | +46.9% |
| 5Y | +39.1% | +92.5% | -53.4% | +25.0% |
| 10Y | +215.4% | +222.2% | -6.8% | +155.8% |
| All | +1,064.9% | +1,311.7% | -246.7% | +462.0% |
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