+61.6%
NBIX vs M
+28.6%
+32.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.7% | -7.9% | -1.1% |
| 7D | +0.4% | -4.2% | +4.6% | +0.8% |
| 30D | -0.2% | -7.2% | +7.0% | +0.6% |
| 3M | -4.0% | -11.1% | +7.2% | -2.9% |
| 6M | +20.6% | +28.8% | -8.2% | +16.7% |
| YTD | +10.1% | +2.0% | +8.1% | +9.1% |
| 1Y | +8.8% | +31.3% | -22.5% | +4.6% |
| 3Y | +42.5% | +119.1% | -76.6% | +25.8% |
| All | +61.6% | +28.6% | +32.9% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling