+57.8%
NBIX vs BURL
+94.5%
-36.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.4% | +0.4% |
| 7D | +2.6% | +5.9% | -3.3% | +1.6% |
| 30D | +18.7% | -8.3% | +27.1% | +20.4% |
| 3M | +2.6% | -31.6% | +34.2% | +9.3% |
| 6M | +11.1% | -16.6% | +27.7% | +13.9% |
| YTD | +19.3% | -12.1% | +31.3% | +20.8% |
| 1Y | +12.7% | -10.0% | +22.7% | +13.3% |
| 3Y | +57.8% | +94.3% | -36.5% | +53.0% |
| All | +57.8% | +94.5% | -36.7% | +53.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling