+19.8%
MDT vs NBIX
+8.2%
+11.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.8% | +3.7% | +0.2% |
| 7D | +8.0% | +9.1% | -1.2% | +7.1% |
| 30D | +20.4% | +9.8% | +10.6% | +19.2% |
| 3M | +22.9% | -1.1% | +24.0% | +23.0% |
| 6M | +37.1% | +18.3% | +18.8% | +36.6% |
| YTD | +11.9% | +12.6% | -0.7% | +10.8% |
| 1Y | +19.8% | +3.9% | +15.9% | +16.9% |
| All | +19.8% | +8.2% | +11.7% | +16.9% |
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