+1,149.8%
NBIX vs LUMN
+72.8%
+1,076.9%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.5% |
| 7D | +0.4% | +2.5% | -2.1% | 0.0% |
| 30D | -0.2% | +10.3% | -10.5% | -1.8% |
| 3M | -4.0% | -18.3% | +14.3% | -1.5% |
| 6M | +20.6% | +4.4% | +16.2% | +17.9% |
| YTD | +10.1% | -10.7% | +20.8% | +8.6% |
| 1Y | +8.8% | +14.0% | -5.2% | +1.3% |
| 3Y | +42.5% | +406.6% | -364.1% | -23.5% |
| 5Y | +61.5% | -36.8% | +98.3% | +42.0% |
| 10Y | +217.6% | -56.2% | +273.8% | +166.6% |
| All | +1,149.8% | +72.8% | +1,076.9% | +437.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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