+205.1%
NBIX vs ALM
+2,589.2%
-2,384.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.5% | +6.3% | 0.0% |
| 7D | +0.4% | -11.8% | +12.2% | +0.7% |
| 30D | -0.2% | +7.8% | -8.0% | -0.5% |
| 3M | -4.0% | -9.3% | +5.3% | -4.0% |
| 6M | +20.6% | -30.5% | +51.1% | +21.0% |
| YTD | +10.1% | +75.8% | -65.7% | +7.4% |
| 1Y | +8.8% | +241.2% | -232.4% | +3.8% |
| 3Y | +42.5% | +1,872.6% | -1,830.1% | +25.6% |
| 5Y | +61.5% | +849.6% | -788.1% | +44.5% |
| All | +205.1% | +2,589.2% | -2,384.1% | +142.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling