+179.2%
MS vs NBIX
+44.2%
+135.0%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.4% |
| 7D | -2.1% | -1.1% | -0.9% | -1.9% |
| 30D | -1.1% | -3.3% | +2.2% | -0.5% |
| 3M | +3.5% | -2.7% | +6.1% | +3.5% |
| 6M | +33.7% | +20.6% | +13.2% | +27.4% |
| YTD | +21.8% | +10.4% | +11.4% | +18.0% |
| 1Y | +41.1% | +10.8% | +30.3% | +36.2% |
| All | +179.2% | +44.2% | +135.0% | +140.8% |
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