+9.6%
MCO vs NBIX
+12.4%
-2.9%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.7% | +4.2% | +4.9% |
| 7D | +10.7% | +14.1% | -3.4% | +10.7% |
| 30D | +17.9% | +15.1% | +2.7% | +17.8% |
| 3M | +9.5% | 0.0% | +9.5% | +9.6% |
| 6M | +18.1% | +23.9% | -5.8% | +18.3% |
| YTD | +4.1% | +17.1% | -13.0% | +3.8% |
| All | +9.6% | +12.4% | -2.9% | +9.0% |
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 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