+205.8%
NBIX vs BURL
+192.8%
+13.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -1.1% | -7.9% | +6.8% | +0.4% |
| 30D | -3.3% | -33.7% | +30.3% | +4.8% |
| 3M | -2.7% | -27.2% | +24.5% | +3.4% |
| 6M | +20.6% | -22.1% | +42.6% | +25.8% |
| YTD | +10.4% | -17.6% | +28.0% | +13.7% |
| 1Y | +10.8% | -14.9% | +25.7% | +12.7% |
| 3Y | +43.3% | +52.5% | -9.2% | +26.3% |
| 5Y | +61.8% | -17.1% | +78.9% | +57.1% |
| All | +205.8% | +192.8% | +13.0% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling