+63.7%
NBIX vs BURL
-13.9%
+77.6%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.7% | +3.4% | +0.3% |
| 7D | -1.0% | -2.6% | +1.5% | -0.6% |
| 30D | -5.1% | -30.8% | +25.7% | +0.7% |
| 3M | -4.9% | -18.7% | +13.8% | -1.8% |
| 6M | +21.1% | -16.4% | +37.5% | +24.0% |
| YTD | +9.4% | -11.6% | +21.0% | +10.9% |
| 1Y | +7.9% | -12.0% | +19.9% | +8.9% |
| 3Y | +42.0% | +63.6% | -21.7% | +28.8% |
| 5Y | +63.7% | -12.6% | +76.3% | +59.1% |
| All | +63.7% | -13.9% | +77.6% | +59.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling