+1,217.1%
MMM vs NBIX
+1,204.8%
+12.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.9% | -1.0% |
| 7D | -3.2% | -1.1% | -2.1% | -3.2% |
| 30D | -10.7% | -3.3% | -7.4% | -10.5% |
| 3M | +4.3% | -2.7% | +7.0% | +4.4% |
| 6M | +5.9% | +20.6% | -14.7% | +4.2% |
| YTD | +3.2% | +10.4% | -7.2% | +2.1% |
| 1Y | +8.0% | +10.8% | -2.8% | +6.8% |
| 3Y | +99.1% | +43.3% | +55.8% | +91.6% |
| 5Y | +25.7% | +61.8% | -36.1% | +19.2% |
| 10Y | +53.3% | +218.3% | -165.0% | +34.5% |
| All | +1,217.1% | +1,204.8% | +12.4% | +715.6% |
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