+8.8%
NBIX vs M
+34.0%
-25.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -1.1% |
| 7D | +0.4% | -4.2% | +4.6% | +0.9% |
| 30D | -0.2% | -7.2% | +7.0% | +0.7% |
| 3M | -4.0% | -11.1% | +7.2% | -2.7% |
| 6M | +20.6% | +28.8% | -8.2% | +15.6% |
| YTD | +10.1% | +2.0% | +8.1% | +8.6% |
| 1Y | +8.8% | +31.3% | -22.5% | +0.5% |
| All | +8.8% | +34.0% | -25.2% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling