+1,492.1%
NBIX vs DGX
+8,778.1%
-7,286.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.9% |
| 7D | +0.4% | -0.9% | +1.3% | +0.7% |
| 30D | -0.2% | -1.2% | +1.0% | +0.3% |
| 3M | -4.0% | +15.8% | -19.8% | -10.0% |
| 6M | +20.6% | +18.2% | +2.4% | +11.8% |
| YTD | +10.1% | +37.2% | -27.1% | -4.5% |
| 1Y | +8.8% | +30.4% | -21.6% | -3.9% |
| 3Y | +42.5% | +96.7% | -54.2% | +4.1% |
| 5Y | +61.5% | +67.2% | -5.7% | +24.1% |
| 10Y | +217.6% | +253.9% | -36.3% | +65.7% |
| All | +1,492.1% | +8,778.1% | -7,286.1% | +142.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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