+1,141.1%
NBIX vs ES
+1,155.3%
-14.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -5.9% | -1.0% | -4.9% | -5.6% |
| 3M | -6.1% | +1.5% | -7.6% | -6.6% |
| 6M | +19.4% | -3.5% | +22.9% | +20.4% |
| YTD | +9.4% | +7.0% | +2.4% | +6.1% |
| 1Y | +7.6% | +15.3% | -7.7% | +0.9% |
| 3Y | +42.0% | +30.2% | +11.8% | +24.1% |
| 5Y | +64.3% | -4.3% | +68.5% | +58.1% |
| 10Y | +215.4% | +87.5% | +127.9% | +114.1% |
| All | +1,141.1% | +1,155.3% | -14.2% | +250.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling