+453.7%
MP vs NBIX
+22.1%
+431.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.9% | +1.6% |
| 7D | +3.0% | -1.0% | +4.1% | +3.3% |
| 30D | +8.3% | -5.1% | +13.4% | +9.7% |
| 3M | -3.8% | -4.9% | +1.1% | -3.0% |
| 6M | -4.9% | +21.1% | -26.0% | -10.2% |
| YTD | +9.6% | +9.4% | +0.2% | +6.2% |
| 1Y | -11.7% | +7.9% | -19.6% | -14.7% |
| 3Y | +158.5% | +42.0% | +116.5% | +122.6% |
| 5Y | +68.9% | +63.7% | +5.2% | +39.0% |
| All | +453.7% | +22.1% | +431.6% | +375.4% |
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 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