+61.6%
NBIX vs ACM
+1.2%
+60.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +0.4% | -4.6% | +5.0% | +1.8% |
| 30D | -0.2% | +4.1% | -4.3% | -1.7% |
| 3M | -4.0% | -8.3% | +4.3% | -2.1% |
| 6M | +20.6% | -30.1% | +50.7% | +33.8% |
| YTD | +10.1% | -32.6% | +42.8% | +23.7% |
| 1Y | +8.8% | -49.6% | +58.4% | +34.4% |
| 3Y | +42.5% | -23.0% | +65.5% | +50.3% |
| All | +61.6% | +1.2% | +60.3% | +51.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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