+1,237.1%
NBIX vs ACM
+212.5%
+1,024.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.7% |
| 7D | -1.1% | -5.9% | +4.8% | +1.5% |
| 30D | -3.3% | -6.2% | +2.9% | -1.1% |
| 3M | -2.7% | -7.9% | +5.2% | -0.2% |
| 6M | +20.6% | -30.6% | +51.2% | +39.1% |
| YTD | +10.4% | -33.3% | +43.7% | +29.1% |
| 1Y | +10.8% | -49.2% | +60.0% | +45.7% |
| 3Y | +43.3% | -23.5% | +66.7% | +53.4% |
| 5Y | +61.8% | +0.9% | +60.9% | +48.6% |
| 10Y | +218.3% | +128.4% | +89.9% | +69.3% |
| All | +1,237.1% | +212.5% | +1,024.6% | +425.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling