+205.1%
NBIX vs MKC
+29.9%
+175.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.3% |
| 7D | +0.4% | -1.5% | +1.8% | +0.6% |
| 30D | -0.2% | -3.1% | +2.9% | +0.2% |
| 3M | -4.0% | +5.2% | -9.2% | -4.9% |
| 6M | +20.6% | -12.8% | +33.4% | +22.8% |
| YTD | +10.1% | -23.3% | +33.4% | +14.2% |
| 1Y | +8.8% | -24.1% | +32.9% | +12.9% |
| 3Y | +42.5% | -32.1% | +74.6% | +49.6% |
| 5Y | +61.5% | -32.8% | +94.3% | +67.9% |
| All | +205.1% | +29.9% | +175.3% | +187.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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