-9.4%
MOS vs NBIX
+65.8%
-75.2%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.4% |
| 7D | +0.5% | -1.1% | +1.6% | +0.7% |
| 30D | +10.9% | -3.3% | +14.2% | +11.6% |
| 3M | +29.2% | -2.7% | +31.9% | +29.5% |
| 6M | -2.3% | +20.6% | -22.9% | -6.1% |
| YTD | +8.3% | +10.4% | -2.1% | +5.6% |
| 1Y | -21.2% | +10.8% | -32.0% | -23.4% |
| 3Y | -25.9% | +43.3% | -69.2% | -35.9% |
| 5Y | -9.4% | +61.8% | -71.2% | -21.4% |
| All | -9.4% | +65.8% | -75.2% | -21.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling