+168.0%
NBIX vs ITOT
+887.7%
-719.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -1.2% |
| 7D | +0.4% | -0.9% | +1.3% | +1.4% |
| 30D | -0.2% | -1.5% | +1.3% | +1.4% |
| 3M | -4.0% | +3.6% | -7.5% | -8.2% |
| 6M | +20.6% | +13.7% | +6.9% | +3.2% |
| YTD | +10.1% | +12.9% | -2.8% | -5.0% |
| 1Y | +8.8% | +17.2% | -8.4% | -10.2% |
| 3Y | +42.5% | +75.6% | -33.1% | -28.6% |
| 5Y | +61.5% | +75.5% | -14.0% | -23.2% |
| 10Y | +217.6% | +302.0% | -84.4% | -53.7% |
| All | +168.0% | +887.7% | -719.7% | -87.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling