+72.5%
MUB vs NBIX
+1,366.9%
-1,294.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.4% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | -2.4% | -0.2% | -2.2% | -2.4% |
| 3M | -2.8% | -4.0% | +1.1% | -2.8% |
| 6M | -2.2% | +20.6% | -22.8% | -2.3% |
| YTD | -1.6% | +10.1% | -11.7% | -1.7% |
| 1Y | 0.0% | +8.8% | -8.7% | 0.0% |
| 3Y | +7.9% | +42.5% | -34.6% | +7.6% |
| 5Y | +1.2% | +61.5% | -60.3% | +0.9% |
| 10Y | +17.2% | +217.6% | -200.4% | +16.6% |
| All | +72.5% | +1,366.9% | -1,294.4% | +70.9% |
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