+1,141.1%
NBIX vs M
+134.9%
+1,006.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.2% | +4.2% | +1.0% |
| 7D | -1.7% | -4.1% | +2.4% | -0.7% |
| 30D | -5.9% | -13.6% | +7.7% | -2.6% |
| 3M | -6.1% | -2.3% | -3.8% | -6.1% |
| 6M | +19.4% | +21.9% | -2.5% | +12.7% |
| YTD | +9.4% | -0.6% | +10.0% | +7.8% |
| 1Y | +7.6% | +29.7% | -22.1% | -1.0% |
| 3Y | +42.0% | +107.3% | -65.3% | +8.6% |
| 5Y | +64.3% | +20.5% | +43.8% | +30.7% |
| 10Y | +215.4% | -6.1% | +221.5% | +110.1% |
| All | +1,141.1% | +134.9% | +1,006.2% | +318.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling