+61.8%
NBIX vs ABCL
-47.0%
+108.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.3% | +6.3% | +1.4% |
| 7D | -1.1% | -9.6% | +8.5% | -0.3% |
| 30D | -3.3% | +7.2% | -10.5% | -4.2% |
| 3M | -2.7% | +105.5% | -108.2% | -10.1% |
| 6M | +20.6% | +193.0% | -172.4% | +7.0% |
| YTD | +10.4% | +205.8% | -195.5% | -3.0% |
| 1Y | +10.8% | +144.4% | -133.5% | -1.4% |
| 3Y | +43.3% | +93.3% | -50.1% | +24.9% |
| 5Y | +61.8% | -44.9% | +106.8% | +34.2% |
| All | +61.8% | -47.0% | +108.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 5y: compounded portfolio wealth divided by compounded ABCL 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…
5y analysis · Full analysis span regression · 6 months rolling