+72.0%
NBIX vs ABCL
-81.2%
+153.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | -1.0% | +1.4% | -2.5% | -1.2% |
| 30D | -5.1% | +65.1% | -70.1% | -9.7% |
| 3M | -4.9% | +111.1% | -116.0% | -11.8% |
| 6M | +21.1% | +231.6% | -210.5% | +7.4% |
| YTD | +9.4% | +234.5% | -225.1% | -3.5% |
| 1Y | +7.9% | +174.3% | -166.5% | -4.0% |
| 3Y | +42.0% | +111.5% | -69.5% | +24.4% |
| 5Y | +63.7% | -37.3% | +101.0% | +48.4% |
| All | +72.0% | -81.2% | +153.2% | +64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling