+1,149.8%
NBIX vs DTE
+1,864.6%
-714.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.1% | +0.3% |
| 7D | +0.4% | -2.6% | +2.9% | +1.5% |
| 30D | -0.2% | -4.4% | +4.2% | +1.7% |
| 3M | -4.0% | -8.3% | +4.3% | -0.7% |
| 6M | +20.6% | -8.1% | +28.7% | +24.1% |
| YTD | +10.1% | +4.4% | +5.7% | +7.1% |
| 1Y | +8.8% | +0.2% | +8.6% | +7.5% |
| 3Y | +42.5% | +42.6% | -0.1% | +18.5% |
| 5Y | +61.5% | +31.5% | +30.0% | +36.4% |
| 10Y | +217.6% | +138.2% | +79.4% | +84.1% |
| All | +1,149.8% | +1,864.6% | -714.8% | +149.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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