+1,069.3%
MAS vs NBIX
+1,309.5%
-240.2%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.3% |
| 7D | +3.6% | +2.6% | +1.0% | +3.3% |
| 30D | +23.8% | +18.7% | +5.1% | +21.1% |
| 3M | +14.4% | +2.6% | +11.9% | +13.8% |
| 6M | +19.7% | +11.1% | +8.7% | +17.8% |
| YTD | +36.0% | +19.3% | +16.7% | +32.2% |
| 1Y | +40.4% | +12.7% | +27.6% | +37.4% |
| 3Y | +58.9% | +57.8% | +1.1% | +47.5% |
| 5Y | +44.5% | +84.1% | -39.6% | +30.6% |
| 10Y | +214.8% | +219.2% | -4.4% | +155.6% |
| All | +1,069.3% | +1,309.5% | -240.2% | +464.3% |
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