+1,699.8%
NBIX vs ALLE
+252.2%
+1,447.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | +0.4% | -2.4% | +2.8% | +1.3% |
| 30D | -0.2% | -7.7% | +7.5% | +2.9% |
| 3M | -4.0% | +15.2% | -19.1% | -10.0% |
| 6M | +20.6% | +5.4% | +15.2% | +16.8% |
| YTD | +10.1% | -2.9% | +13.1% | +9.6% |
| 1Y | +8.8% | -12.8% | +21.6% | +13.1% |
| 3Y | +42.5% | +47.2% | -4.7% | +15.5% |
| 5Y | +61.5% | +13.5% | +48.0% | +43.7% |
| 10Y | +217.6% | +158.0% | +59.6% | +43.9% |
| All | +1,699.8% | +252.2% | +1,447.6% | +514.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling