+42.8%
NBIX vs ES
+27.6%
+15.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +1.1% |
| 7D | -1.1% | -3.5% | +2.3% | -0.8% |
| 30D | -3.3% | -3.0% | -0.3% | -3.1% |
| 3M | -2.7% | -0.3% | -2.4% | -2.5% |
| 6M | +20.6% | -5.2% | +25.7% | +21.2% |
| YTD | +10.4% | +4.8% | +5.6% | +10.0% |
| 1Y | +10.8% | +12.7% | -1.9% | +9.4% |
| All | +42.8% | +27.6% | +15.2% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 3y: compounded portfolio wealth divided by compounded ES 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…
3y analysis · Full analysis span regression · 6 months rolling