+3,026.0%
MS vs NBIX
+1,192.8%
+1,833.1%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.7% | -1.7% | +3.3% | +2.0% |
| 30D | 0.0% | -5.9% | +5.9% | +1.2% |
| 3M | +3.0% | -6.1% | +9.1% | +4.0% |
| 6M | +35.7% | +19.4% | +16.3% | +29.8% |
| YTD | +23.3% | +9.4% | +13.9% | +20.0% |
| 1Y | +44.7% | +7.6% | +37.1% | +40.9% |
| 3Y | +178.0% | +42.0% | +136.0% | +149.7% |
| 5Y | +143.2% | +64.3% | +78.9% | +108.3% |
| 10Y | +803.2% | +215.4% | +587.8% | +523.5% |
| All | +3,026.0% | +1,192.8% | +1,833.1% | +690.4% |
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