+2,019.0%
NBIX vs AMBA
+796.0%
+1,223.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.4% | -0.9% |
| 7D | +1.7% | +2.7% | -1.0% | +1.3% |
| 30D | +23.2% | -2.2% | +25.4% | +23.4% |
| 3M | +11.0% | -26.6% | +37.6% | +15.9% |
| 6M | +3.8% | -26.8% | +30.5% | +5.1% |
| YTD | +18.0% | -15.1% | +33.2% | +15.2% |
| 1Y | +16.1% | -32.3% | +48.4% | +17.1% |
| 3Y | +51.8% | +19.8% | +32.0% | +30.3% |
| 5Y | +90.2% | -69.2% | +159.5% | +95.8% |
| 10Y | +218.4% | +0.8% | +217.6% | +116.0% |
| All | +2,019.0% | +796.0% | +1,223.0% | +927.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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