+771.0%
NBIX vs ALLY
+117.4%
+653.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.5% |
| 7D | -1.0% | +1.0% | -2.1% | -1.3% |
| 30D | -5.1% | -3.3% | -1.8% | -4.3% |
| 3M | -4.9% | +0.5% | -5.4% | -5.3% |
| 6M | +21.1% | +12.6% | +8.5% | +16.8% |
| YTD | +9.4% | -4.7% | +14.1% | +9.9% |
| 1Y | +7.9% | +5.2% | +2.6% | +5.4% |
| 3Y | +42.0% | +66.5% | -24.5% | +20.0% |
| 5Y | +63.7% | +0.2% | +63.5% | +52.4% |
| 10Y | +207.2% | +180.8% | +26.4% | +80.2% |
| All | +771.0% | +117.4% | +653.6% | +459.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling