+10.9%
NBIX vs ALM
+318.3%
-307.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.7% |
| 7D | +1.0% | -2.6% | +3.6% | +1.1% |
| 30D | -3.6% | +32.0% | -35.6% | -4.6% |
| 3M | -7.0% | -15.0% | +8.0% | -7.0% |
| 6M | +16.6% | -10.1% | +26.8% | +15.6% |
| YTD | +9.7% | +99.4% | -89.7% | +5.8% |
| 1Y | +10.9% | +316.4% | -305.5% | +6.7% |
| All | +10.9% | +318.3% | -307.5% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 1y: compounded portfolio wealth divided by compounded ALM 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…
1y analysis · Full analysis span regression · 6 months rolling