+205.1%
NBIX vs EFV
+169.9%
+35.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.9% |
| 7D | +0.4% | -0.8% | +1.2% | +0.9% |
| 30D | -0.2% | +0.6% | -0.8% | -0.6% |
| 3M | -4.0% | +7.5% | -11.5% | -8.2% |
| 6M | +20.6% | +13.0% | +7.6% | +11.7% |
| YTD | +10.1% | +18.3% | -8.2% | -1.0% |
| 1Y | +8.8% | +26.7% | -17.9% | -6.2% |
| 3Y | +42.5% | +89.6% | -47.1% | -4.2% |
| 5Y | +61.5% | +98.2% | -36.7% | +4.2% |
| All | +205.1% | +169.9% | +35.2% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling