+205.1%
NBIX vs EXEL
+375.2%
-170.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | +0.5% |
| 7D | +0.4% | -4.9% | +5.3% | +2.0% |
| 30D | -0.2% | +11.4% | -11.6% | -3.8% |
| 3M | -4.0% | +4.9% | -8.9% | -5.6% |
| 6M | +20.6% | +34.4% | -13.8% | +9.0% |
| YTD | +10.1% | +28.0% | -17.9% | +0.9% |
| 1Y | +8.8% | +43.6% | -34.9% | -4.7% |
| 3Y | +42.5% | +155.2% | -112.7% | -1.9% |
| 5Y | +61.5% | +181.2% | -119.7% | +4.6% |
| All | +205.1% | +375.2% | -170.1% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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