+205.1%
NBIX vs ALLE
+158.4%
+46.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +0.4% | -2.4% | +2.8% | +1.1% |
| 30D | -0.2% | -7.7% | +7.5% | +2.2% |
| 3M | -4.0% | +15.2% | -19.1% | -8.6% |
| 6M | +20.6% | +5.4% | +15.2% | +17.8% |
| YTD | +10.1% | -2.9% | +13.1% | +9.8% |
| 1Y | +8.8% | -12.8% | +21.6% | +12.2% |
| 3Y | +42.5% | +47.2% | -4.7% | +21.7% |
| 5Y | +61.5% | +13.5% | +48.0% | +48.4% |
| All | +205.1% | +158.4% | +46.7% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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