+898.7%
MAS vs NBIX
+1,197.0%
-298.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +2.0% |
| 7D | -0.8% | +1.0% | -1.8% | -0.9% |
| 30D | -5.6% | -3.6% | -1.9% | -5.2% |
| 3M | +4.4% | -7.0% | +11.4% | +5.2% |
| 6M | +7.2% | +16.6% | -9.4% | +4.9% |
| YTD | +16.1% | +9.7% | +6.4% | +14.3% |
| 1Y | +0.1% | +10.9% | -10.8% | -1.7% |
| 3Y | +28.3% | +40.7% | -12.4% | +20.9% |
| 5Y | +30.5% | +62.3% | -31.9% | +19.8% |
| 10Y | +139.1% | +214.8% | -75.7% | +94.4% |
| All | +898.7% | +1,197.0% | -298.3% | +387.7% |
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