+74.9%
NBIX vs ALC
+16.1%
+58.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | 0.0% |
| 7D | +0.4% | -6.3% | +6.7% | +2.5% |
| 30D | -0.2% | -10.3% | +10.1% | +3.3% |
| 3M | -4.0% | -0.7% | -3.3% | -4.0% |
| 6M | +20.6% | -17.8% | +38.4% | +27.4% |
| YTD | +10.1% | -15.8% | +26.0% | +15.1% |
| 1Y | +8.8% | -16.7% | +25.5% | +13.9% |
| 3Y | +42.5% | -19.7% | +62.2% | +48.2% |
| 5Y | +61.5% | -19.8% | +81.3% | +64.9% |
| All | +74.9% | +16.1% | +58.8% | +40.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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