+1,152.6%
NBIX vs ARWR
-66.0%
+1,218.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -1.1% | -4.3% | +3.2% | -1.1% |
| 30D | -3.3% | -7.3% | +3.9% | -3.2% |
| 3M | -2.7% | +17.0% | -19.7% | -2.8% |
| 6M | +20.6% | +39.8% | -19.2% | +20.1% |
| YTD | +10.4% | +24.7% | -14.3% | +10.1% |
| 1Y | +10.8% | +186.5% | -175.6% | +9.6% |
| 3Y | +43.3% | +176.8% | -133.5% | +41.1% |
| 5Y | +61.8% | +29.3% | +32.5% | +60.1% |
| 10Y | +218.3% | +1,055.9% | -837.6% | +208.2% |
| All | +1,152.6% | -66.0% | +1,218.6% | +1,124.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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