+16.0%
NBIX vs IRM
+19.5%
-3.5%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.7% |
| 7D | +14.1% | +2.6% | +11.5% | +14.0% |
| 30D | +15.1% | +5.6% | +9.5% | +15.0% |
| 3M | 0.0% | -4.7% | +4.7% | 0.0% |
| 6M | +23.9% | -6.1% | +30.0% | +23.8% |
| YTD | +17.1% | +46.3% | -29.3% | +13.9% |
| 1Y | +16.0% | +18.7% | -2.7% | +14.9% |
| All | +16.0% | +19.5% | -3.5% | +14.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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