+61.6%
NBIX vs GWRE
+15.1%
+46.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | +0.4% | -13.2% | +13.6% | +1.8% |
| 30D | -0.2% | -18.6% | +18.4% | +1.5% |
| 3M | -4.0% | +18.9% | -22.9% | -6.8% |
| 6M | +20.6% | -11.0% | +31.5% | +20.4% |
| YTD | +10.1% | -29.9% | +40.0% | +13.5% |
| 1Y | +8.8% | -44.3% | +53.1% | +15.9% |
| 3Y | +42.5% | +51.7% | -9.2% | +30.5% |
| All | +61.6% | +15.1% | +46.5% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 5y: compounded portfolio wealth divided by compounded GWRE 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…
5y analysis · Full analysis span regression · 6 months rolling