+1,624.9%
META vs NBIX
+2,247.0%
-622.1%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | 0.0% | +6.5% | +6.6% |
| 7D | +10.3% | -1.7% | +11.9% | +10.5% |
| 30D | +9.9% | -5.9% | +15.8% | +10.8% |
| 3M | +11.9% | -6.1% | +18.0% | +12.5% |
| 6M | +1.2% | +19.4% | -18.2% | -2.0% |
| YTD | -0.8% | +9.4% | -10.2% | -2.7% |
| 1Y | -14.3% | +7.6% | -22.0% | -16.0% |
| 3Y | +121.4% | +42.0% | +79.4% | +105.0% |
| 5Y | +74.5% | +64.3% | +10.2% | +57.0% |
| 10Y | +418.8% | +215.4% | +203.4% | +320.7% |
| All | +1,624.9% | +2,247.0% | -622.1% | +960.2% |
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