-25.5%
MOS vs NBIX
+43.8%
-69.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -1.7% | +0.4% | -2.1% | -1.8% |
| 30D | +12.4% | -0.2% | +12.6% | +12.4% |
| 3M | +20.5% | -4.0% | +24.4% | +20.8% |
| 6M | -12.0% | +20.6% | -32.6% | -14.1% |
| YTD | +7.4% | +10.1% | -2.7% | +5.8% |
| 1Y | -22.5% | +8.8% | -31.2% | -23.7% |
| 3Y | -25.5% | +42.5% | -68.0% | -32.7% |
| All | -25.5% | +43.8% | -69.3% | -32.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling