+933.0%
MOD vs NBIX
+1,192.8%
-259.8%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +3.6% | -1.7% | +5.3% | +3.9% |
| 30D | -2.6% | -5.9% | +3.3% | -1.6% |
| 3M | -33.1% | -6.1% | -27.0% | -32.6% |
| 6M | -7.5% | +19.4% | -26.9% | -11.2% |
| YTD | +39.3% | +9.4% | +29.9% | +35.9% |
| 1Y | +34.3% | +7.6% | +26.6% | +31.4% |
| 3Y | +296.2% | +42.0% | +254.2% | +261.9% |
| 5Y | +1,504.6% | +64.3% | +1,440.3% | +1,310.3% |
| 10Y | +1,511.5% | +215.4% | +1,296.1% | +1,048.2% |
| All | +933.0% | +1,192.8% | -259.8% | +306.1% |
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