+37.7%
NBIX vs ADVB
-88.8%
+126.5%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.8% | +3.5% | -0.3% |
| 7D | -1.0% | -14.0% | +12.9% | -0.9% |
| 30D | -5.1% | +41.0% | -46.0% | -5.5% |
| 3M | -4.9% | +127.9% | -132.8% | -7.6% |
| 6M | +21.1% | +101.3% | -80.3% | +16.8% |
| YTD | +9.4% | +53.8% | -44.4% | +6.4% |
| 1Y | +7.9% | +4.4% | +3.5% | +5.3% |
| All | +37.7% | -88.8% | +126.5% | +69.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling