+38.7%
NBIX vs ADVB
-89.8%
+128.4%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -7.5% | +7.2% | -0.1% |
| 7D | +0.4% | -12.3% | +12.6% | +0.5% |
| 30D | -0.2% | +7.8% | -7.9% | -0.3% |
| 3M | -4.0% | +104.2% | -108.2% | -6.6% |
| 6M | +20.6% | +58.1% | -37.5% | +17.2% |
| YTD | +10.1% | +40.2% | -30.1% | +7.3% |
| 1Y | +8.8% | -16.1% | +24.9% | +7.5% |
| All | +38.7% | -89.8% | +128.4% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 10y: compounded portfolio wealth divided by compounded ADVB 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…
10y analysis · Full analysis span regression · 6 months rolling