+1,149.8%
NBIX vs IRM
+9,111.3%
-7,961.6%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.8% |
| 7D | +0.4% | -1.4% | +1.8% | +0.8% |
| 30D | -0.2% | -7.4% | +7.2% | +1.9% |
| 3M | -4.0% | -7.4% | +3.4% | -2.2% |
| 6M | +20.6% | +8.7% | +11.9% | +16.4% |
| YTD | +10.1% | +40.9% | -30.8% | -2.3% |
| 1Y | +8.8% | +20.5% | -11.7% | +0.8% |
| 3Y | +42.5% | +101.7% | -59.2% | +10.4% |
| 5Y | +61.5% | +197.7% | -136.2% | +8.3% |
| 10Y | +217.6% | +439.5% | -221.9% | +64.2% |
| All | +1,149.8% | +9,111.3% | -7,961.6% | +337.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling