+205.1%
NBIX vs MKTX
+5.0%
+200.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.2% | -0.2% |
| 7D | +0.4% | -0.2% | +0.6% | +0.4% |
| 30D | -0.2% | +0.7% | -0.9% | -0.3% |
| 3M | -4.0% | +40.8% | -44.8% | -10.2% |
| 6M | +20.6% | -8.0% | +28.6% | +21.6% |
| YTD | +10.1% | -8.7% | +18.9% | +11.0% |
| 1Y | +8.8% | -11.8% | +20.6% | +10.2% |
| 3Y | +42.5% | -24.0% | +66.5% | +44.6% |
| 5Y | +61.5% | -60.3% | +121.8% | +86.9% |
| All | +205.1% | +5.0% | +200.1% | +139.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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