+205.1%
NBIX vs ALK
-35.7%
+240.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.7% |
| 7D | +0.4% | -2.1% | +2.5% | +0.7% |
| 30D | -0.2% | -13.1% | +12.9% | +2.3% |
| 3M | -4.0% | -11.8% | +7.8% | -2.2% |
| 6M | +20.6% | -0.4% | +21.0% | +19.0% |
| YTD | +10.1% | -18.2% | +28.3% | +12.3% |
| 1Y | +8.8% | -35.5% | +44.3% | +15.5% |
| 3Y | +42.5% | +1.8% | +40.7% | +34.8% |
| 5Y | +61.5% | -26.6% | +88.1% | +58.9% |
| All | +205.1% | -35.7% | +240.8% | +174.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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