-16.0%
MCD vs NBIX
+10.4%
-26.4%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -7.8% | -0.2% | -7.6% | -7.7% |
| 3M | -10.7% | -4.0% | -6.7% | -10.7% |
| 6M | -21.3% | +20.6% | -41.9% | -21.9% |
| YTD | -15.8% | +10.1% | -25.9% | -16.1% |
| 1Y | -16.0% | +8.8% | -24.8% | -16.5% |
| All | -16.0% | +10.4% | -26.4% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling