+838.2%
NBIX vs EXEL
+263.2%
+575.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.5% | +1.4% |
| 7D | -1.1% | -2.9% | +1.8% | -0.3% |
| 30D | -3.3% | +11.9% | -15.2% | -6.4% |
| 3M | -2.7% | +9.2% | -11.9% | -5.1% |
| 6M | +20.6% | +39.1% | -18.5% | +9.6% |
| YTD | +10.4% | +31.0% | -20.6% | +1.9% |
| 1Y | +10.8% | +52.3% | -41.5% | -2.5% |
| 3Y | +43.3% | +159.7% | -116.5% | +4.9% |
| 5Y | +61.8% | +187.7% | -125.9% | +12.9% |
| 10Y | +218.3% | +379.4% | -161.1% | +74.0% |
| All | +838.2% | +263.2% | +575.1% | +170.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling