+61.6%
NBIX vs ALLY
-4.7%
+66.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.4% | -3.8% | +4.2% | +1.1% |
| 30D | -0.2% | -4.9% | +4.8% | +0.7% |
| 3M | -4.0% | -2.6% | -1.4% | -3.7% |
| 6M | +20.6% | +15.7% | +4.9% | +16.8% |
| YTD | +10.1% | -5.2% | +15.3% | +10.6% |
| 1Y | +8.8% | +2.8% | +6.0% | +7.4% |
| 3Y | +42.5% | +63.4% | -20.9% | +27.8% |
| All | +61.6% | -4.7% | +66.2% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 5y: compounded portfolio wealth divided by compounded ALLY 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…
5y analysis · Full analysis span regression · 6 months rolling