+34.3%
NBIX vs ESTC
+23.7%
+10.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | +0.3% |
| 7D | -1.7% | -3.3% | +1.7% | -1.2% |
| 30D | -5.9% | +13.4% | -19.4% | -8.5% |
| 3M | -6.1% | +41.3% | -47.4% | -12.2% |
| 6M | +19.4% | +62.6% | -43.2% | +8.4% |
| YTD | +9.4% | +14.8% | -5.4% | +4.5% |
| 1Y | +7.6% | -5.1% | +12.7% | +5.6% |
| 3Y | +42.0% | +11.2% | +30.8% | +27.5% |
| 5Y | +64.3% | -47.0% | +111.2% | +63.9% |
| All | +34.3% | +23.7% | +10.6% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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