+1,249.9%
NBIX vs BURL
+1,051.1%
+198.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.6% | -4.3% | -2.3% |
| 7D | +1.0% | -2.8% | +3.8% | +1.6% |
| 30D | -3.6% | -28.2% | +24.5% | +3.2% |
| 3M | -7.0% | -17.6% | +10.6% | -3.4% |
| 6M | +16.6% | -11.8% | +28.4% | +18.7% |
| YTD | +9.7% | -8.1% | +17.9% | +10.7% |
| 1Y | +10.9% | -12.0% | +22.8% | +12.1% |
| 3Y | +40.7% | +63.3% | -22.6% | +21.1% |
| 5Y | +62.3% | -10.8% | +73.2% | +54.3% |
| 10Y | +214.8% | +215.9% | -1.1% | +99.3% |
| All | +1,249.9% | +1,051.1% | +198.8% | +613.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling