+781.0%
MS vs NBIX
+219.9%
+561.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -1.5% | +0.4% | -1.9% | -1.6% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | +1.4% | -4.0% | +5.4% | +1.8% |
| 6M | +34.7% | +20.6% | +14.1% | +28.4% |
| YTD | +22.7% | +10.1% | +12.6% | +19.1% |
| 1Y | +40.1% | +8.8% | +31.3% | +35.9% |
| 3Y | +181.4% | +42.5% | +138.9% | +150.5% |
| 5Y | +142.6% | +61.5% | +81.1% | +106.9% |
| All | +781.0% | +219.9% | +561.1% | +564.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling