+73.7%
NBIX vs ALC
+20.4%
+53.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | -1.7% | -5.3% | +3.6% | 0.0% |
| 30D | -5.9% | -7.1% | +1.1% | -3.7% |
| 3M | -6.1% | +0.8% | -6.9% | -6.5% |
| 6M | +19.4% | -16.0% | +35.4% | +25.3% |
| YTD | +9.4% | -12.7% | +22.1% | +13.1% |
| 1Y | +7.6% | -12.8% | +20.4% | +11.1% |
| 3Y | +42.0% | -15.8% | +57.8% | +45.4% |
| 5Y | +64.3% | -16.7% | +80.9% | +65.7% |
| All | +73.7% | +20.4% | +53.3% | +37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling