+230.3%
NBIX vs EFV
+255.9%
-25.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -1.2% |
| 7D | +0.4% | -0.8% | +1.2% | +1.1% |
| 30D | -0.2% | +0.6% | -0.8% | -0.8% |
| 3M | -4.0% | +7.5% | -11.5% | -10.1% |
| 6M | +20.6% | +13.0% | +7.6% | +7.6% |
| YTD | +10.1% | +18.3% | -8.2% | -6.0% |
| 1Y | +8.8% | +26.7% | -17.9% | -12.7% |
| 3Y | +42.5% | +89.6% | -47.1% | -21.4% |
| 5Y | +61.5% | +98.2% | -36.7% | -17.3% |
| 10Y | +217.6% | +167.4% | +50.2% | +15.6% |
| All | +230.3% | +255.9% | -25.7% | -13.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling