+205.1%
NBIX vs ITUB
+220.1%
-15.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +0.4% | +2.2% | -1.8% | 0.0% |
| 30D | -0.2% | +12.6% | -12.8% | -1.9% |
| 3M | -4.0% | +6.4% | -10.4% | -5.0% |
| 6M | +20.6% | +0.6% | +20.0% | +20.0% |
| YTD | +10.1% | +18.8% | -8.7% | +6.8% |
| 1Y | +8.8% | +31.0% | -22.2% | +3.9% |
| 3Y | +42.5% | +118.1% | -75.6% | +24.8% |
| 5Y | +61.5% | +193.0% | -131.5% | +32.7% |
| All | +205.1% | +220.1% | -15.0% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling