+8.8%
NBIX vs IRE
-84.0%
+92.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.8% | +6.8% | +0.2% |
| 7D | -1.7% | +29.0% | -30.7% | -2.3% |
| 30D | -5.9% | +24.2% | -30.2% | -6.8% |
| 3M | -6.1% | -53.2% | +47.0% | -5.8% |
| 6M | +19.4% | -36.0% | +55.4% | +16.9% |
| YTD | +9.4% | -51.0% | +60.4% | +5.4% |
| All | +8.8% | -84.0% | +92.8% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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