+205.1%
NBIX vs M
-3.0%
+208.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -1.0% |
| 7D | +0.4% | -4.2% | +4.6% | +0.7% |
| 30D | -0.2% | -7.2% | +7.0% | +0.5% |
| 3M | -4.0% | -11.1% | +7.2% | -3.1% |
| 6M | +20.6% | +28.8% | -8.2% | +17.2% |
| YTD | +10.1% | +2.0% | +8.1% | +9.2% |
| 1Y | +8.8% | +31.3% | -22.5% | +5.1% |
| 3Y | +42.5% | +119.1% | -76.6% | +28.0% |
| 5Y | +61.5% | +29.7% | +31.8% | +48.2% |
| All | +205.1% | -3.0% | +208.1% | +169.4% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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