+1,149.8%
NBIX vs DVA
+2,148.3%
-998.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.3% |
| 7D | +0.4% | -1.3% | +1.7% | +0.7% |
| 30D | -0.2% | 0.0% | -0.2% | -0.2% |
| 3M | -4.0% | -10.9% | +6.9% | -1.7% |
| 6M | +20.6% | +17.3% | +3.3% | +14.9% |
| YTD | +10.1% | +59.8% | -49.7% | -3.7% |
| 1Y | +8.8% | +36.3% | -27.5% | -1.2% |
| 3Y | +42.5% | +88.6% | -46.1% | +15.6% |
| 5Y | +61.5% | +47.5% | +13.9% | +34.3% |
| 10Y | +217.6% | +185.2% | +32.4% | +109.3% |
| All | +1,149.8% | +2,148.3% | -998.5% | +336.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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