+42.5%
NBIX vs ITOT
+75.8%
-33.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.8% |
| 7D | +0.4% | -0.9% | +1.3% | +1.0% |
| 30D | -0.2% | -1.5% | +1.3% | +0.8% |
| 3M | -4.0% | +3.6% | -7.5% | -6.6% |
| 6M | +20.6% | +13.7% | +6.9% | +9.3% |
| YTD | +10.1% | +12.9% | -2.8% | +0.3% |
| 1Y | +8.8% | +17.2% | -8.4% | -3.5% |
| 3Y | +42.5% | +75.6% | -33.1% | -0.4% |
| All | +42.5% | +75.8% | -33.3% | -0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 3y: compounded portfolio wealth divided by compounded ITOT 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…
3y analysis · Full analysis span regression · 6 months rolling