+16.0%
NBIX vs BURL
-4.6%
+20.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.7% | -7.0% | -0.2% |
| 7D | +14.1% | +10.4% | +3.7% | +12.7% |
| 30D | +15.1% | -4.9% | +20.1% | +15.8% |
| 3M | 0.0% | -29.8% | +29.7% | +4.6% |
| 6M | +23.9% | -16.5% | +40.3% | +26.7% |
| YTD | +17.1% | -10.5% | +27.6% | +19.3% |
| 1Y | +16.0% | -5.3% | +21.3% | +17.5% |
| All | +16.0% | -4.6% | +20.5% | +17.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 BURL 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