+956.9%
MDT vs NBIX
+1,201.8%
-244.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.7% |
| 7D | -3.4% | +0.4% | -3.8% | -3.4% |
| 30D | +0.2% | -0.2% | +0.4% | +0.2% |
| 3M | +14.3% | -4.0% | +18.2% | +14.6% |
| 6M | +4.0% | +20.6% | -16.6% | +1.9% |
| YTD | -3.7% | +10.1% | -13.8% | -4.9% |
| 1Y | -0.4% | +8.8% | -9.1% | -1.6% |
| 3Y | +23.3% | +42.5% | -19.2% | +17.4% |
| 5Y | -18.9% | +61.5% | -80.4% | -24.3% |
| 10Y | +39.2% | +217.6% | -178.4% | +18.5% |
| All | +956.9% | +1,201.8% | -244.9% | +516.2% |
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