+1,735.7%
MTZ vs NBIX
+1,192.8%
+542.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | -1.7% | +4.0% | +2.5% |
| 30D | -10.3% | -5.9% | -4.4% | -9.5% |
| 3M | -31.8% | -6.1% | -25.7% | -31.0% |
| 6M | -19.2% | +19.4% | -38.6% | -21.5% |
| YTD | +10.7% | +9.4% | +1.3% | +9.0% |
| 1Y | +37.5% | +7.6% | +29.9% | +35.4% |
| 3Y | +162.4% | +42.0% | +120.4% | +143.3% |
| 5Y | +166.3% | +64.3% | +102.1% | +138.6% |
| 10Y | +753.2% | +215.4% | +537.8% | +558.0% |
| All | +1,735.7% | +1,192.8% | +542.9% | +486.3% |
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