+1,217.0%
NBIX vs DOC
+809.6%
+407.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.7% | +2.4% | +2.7% |
| 7D | +12.7% | +6.5% | +6.2% | +9.6% |
| 30D | +14.7% | +9.2% | +5.6% | +10.3% |
| 3M | +3.0% | -2.5% | +5.5% | +3.9% |
| 6M | +12.0% | +7.1% | +4.9% | +7.9% |
| YTD | +16.1% | +33.0% | -16.9% | +1.0% |
| 1Y | +6.4% | +23.3% | -16.9% | -4.4% |
| 3Y | +44.4% | +44.9% | -0.5% | +17.9% |
| 5Y | +76.6% | -21.6% | +98.2% | +85.7% |
| 10Y | +298.1% | +17.4% | +280.8% | +204.1% |
| All | +1,217.0% | +809.6% | +407.4% | +261.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling