+475.1%
MULL vs NBIX
+16.6%
+458.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | +0.7% | -14.5% | -14.3% |
| 7D | -35.9% | +14.1% | -50.0% | -42.5% |
| 30D | -47.3% | +15.1% | -62.5% | -53.1% |
| 3M | -30.6% | 0.0% | -30.6% | -30.7% |
| 6M | +13.7% | +23.9% | -10.2% | -10.5% |
| YTD | +272.1% | +17.1% | +255.0% | +218.1% |
| 1Y | +475.1% | +16.0% | +459.1% | +404.2% |
| All | +475.1% | +16.6% | +458.4% | +404.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling