+782.6%
MSI vs NBIX
+1,201.8%
-419.2%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -0.4% | +0.4% | -0.8% | -0.5% |
| 30D | -0.8% | -0.2% | -0.6% | -0.8% |
| 3M | +13.9% | -4.0% | +17.9% | +14.3% |
| 6M | +1.3% | +20.6% | -19.2% | -1.6% |
| YTD | +22.3% | +10.1% | +12.2% | +19.8% |
| 1Y | -3.9% | +8.8% | -12.6% | -5.8% |
| 3Y | +69.9% | +42.5% | +27.4% | +57.7% |
| 5Y | +103.8% | +61.5% | +42.3% | +84.1% |
| 10Y | +606.4% | +217.6% | +388.8% | +452.6% |
| All | +782.6% | +1,201.8% | -419.2% | +261.1% |
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