+2,336.3%
MSCI vs NBIX
+1,462.2%
+874.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | -1.1% | -0.2% | -1.0% | -1.2% |
| 3M | -6.3% | -4.0% | -2.4% | -6.0% |
| 6M | +2.1% | +20.6% | -18.5% | -1.6% |
| YTD | -2.3% | +10.1% | -12.4% | -4.6% |
| 1Y | -3.9% | +8.8% | -12.7% | -6.3% |
| 3Y | +7.5% | +42.5% | -35.0% | -2.0% |
| 5Y | -9.8% | +61.5% | -71.3% | -20.2% |
| 10Y | +631.1% | +217.6% | +413.5% | +456.0% |
| All | +2,336.3% | +1,462.2% | +874.1% | +828.5% |
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