+1,145.1%
NBIX vs EXPD
+13,315.0%
-12,169.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | +1.0% | -1.1% | +2.2% | +1.5% |
| 30D | -3.6% | +4.1% | -7.7% | -5.3% |
| 3M | -7.0% | +17.9% | -24.9% | -13.4% |
| 6M | +16.6% | +29.2% | -12.6% | +4.1% |
| YTD | +9.7% | +27.4% | -17.6% | -1.9% |
| 1Y | +10.9% | +56.8% | -46.0% | -9.4% |
| 3Y | +40.7% | +68.0% | -27.4% | +9.1% |
| 5Y | +62.3% | +61.9% | +0.5% | +23.1% |
| 10Y | +214.8% | +316.0% | -101.2% | +53.5% |
| All | +1,145.1% | +13,315.0% | -12,169.9% | +71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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