+1,921.2%
MCD vs NBIX
+1,204.8%
+716.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.2% |
| 7D | -2.5% | -1.1% | -1.4% | -2.5% |
| 30D | -7.0% | -3.3% | -3.7% | -6.9% |
| 3M | -9.8% | -2.7% | -7.1% | -9.7% |
| 6M | -21.8% | +20.6% | -42.3% | -22.7% |
| YTD | -15.6% | +10.4% | -26.0% | -16.2% |
| 1Y | -15.2% | +10.8% | -26.0% | -15.9% |
| 3Y | -2.6% | +43.3% | -45.9% | -5.3% |
| 5Y | +18.9% | +61.8% | -43.0% | +14.3% |
| 10Y | +180.8% | +218.3% | -37.5% | +156.8% |
| All | +1,921.2% | +1,204.8% | +716.4% | +1,337.5% |
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 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