+1,812.1%
NBIX vs GWRE
+741.3%
+1,070.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.4% |
| 7D | +0.4% | -13.2% | +13.6% | +4.4% |
| 30D | -0.2% | -18.6% | +18.4% | +4.4% |
| 3M | -4.0% | +18.9% | -22.9% | -11.3% |
| 6M | +20.6% | -11.0% | +31.5% | +19.0% |
| YTD | +10.1% | -29.9% | +40.0% | +16.3% |
| 1Y | +8.8% | -44.3% | +53.1% | +23.7% |
| 3Y | +42.5% | +51.7% | -9.2% | +8.5% |
| 5Y | +61.5% | +15.4% | +46.0% | +31.0% |
| 10Y | +217.6% | +129.4% | +88.1% | +86.6% |
| All | +1,812.1% | +741.3% | +1,070.8% | +830.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling