+6,633.7%
MCO vs NBIX
+1,201.8%
+5,431.8%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -3.8% | +0.4% | -4.1% | -3.8% |
| 30D | -0.4% | -0.2% | -0.2% | -0.4% |
| 3M | +7.7% | -4.0% | +11.7% | +8.1% |
| 6M | +7.0% | +20.6% | -13.6% | +4.2% |
| YTD | -6.4% | +10.1% | -16.6% | -8.0% |
| 1Y | -7.6% | +8.8% | -16.4% | -9.2% |
| 3Y | +43.2% | +42.5% | +0.7% | +34.4% |
| 5Y | +29.6% | +61.5% | -31.9% | +18.7% |
| 10Y | +389.2% | +217.6% | +171.6% | +300.6% |
| All | +6,633.7% | +1,201.8% | +5,431.8% | +2,961.0% |
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 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