+12.0%
NBIX vs DOC
+23.1%
-11.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +2.9% |
| 7D | +12.7% | +6.5% | +6.2% | +11.5% |
| 30D | +14.7% | +9.2% | +5.6% | +13.0% |
| 3M | +3.0% | -2.5% | +5.5% | +2.8% |
| 6M | +12.0% | +7.1% | +4.9% | +18.5% |
| All | +12.0% | +23.1% | -11.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 6mo: compounded portfolio wealth divided by compounded DOC 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…
6mo analysis · Full analysis span regression · 6 months rolling