+1,149.8%
NBIX vs GAP
+307.2%
+842.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -0.8% |
| 7D | +0.4% | -4.1% | +4.5% | +1.2% |
| 30D | -0.2% | +6.2% | -6.4% | -1.7% |
| 3M | -4.0% | -0.7% | -3.3% | -4.4% |
| 6M | +20.6% | -7.1% | +27.7% | +20.8% |
| YTD | +10.1% | -14.1% | +24.2% | +11.5% |
| 1Y | +8.8% | -8.5% | +17.3% | +8.3% |
| 3Y | +42.5% | +115.4% | -72.9% | +11.0% |
| 5Y | +61.5% | +9.8% | +51.7% | +36.0% |
| 10Y | +217.6% | +30.6% | +187.0% | +116.1% |
| All | +1,149.8% | +307.2% | +842.6% | +271.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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