+16.0%
NBIX vs INDA
-7.3%
+23.3%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.4% |
| 7D | +14.1% | +6.9% | +7.2% | +11.0% |
| 30D | +15.1% | +7.4% | +7.7% | +11.8% |
| 3M | 0.0% | -1.0% | +1.0% | +0.5% |
| 6M | +23.9% | +2.9% | +21.0% | +22.5% |
| YTD | +17.1% | -7.4% | +24.5% | +21.5% |
| 1Y | +16.0% | -7.4% | +23.4% | +20.0% |
| All | +16.0% | -7.3% | +23.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 1y: compounded portfolio wealth divided by compounded INDA 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…
1y analysis · Full analysis span regression · 6 months rolling