+1,149.8%
NBIX vs MTB
+2,004.9%
-855.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.6% | -0.4% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -0.2% | -4.8% | +4.6% | +1.8% |
| 3M | -4.0% | +6.0% | -9.9% | -6.5% |
| 6M | +20.6% | +19.6% | +1.0% | +11.4% |
| YTD | +10.1% | +21.5% | -11.3% | +0.8% |
| 1Y | +8.8% | +24.7% | -15.9% | -1.8% |
| 3Y | +42.5% | +108.6% | -66.1% | +0.7% |
| 5Y | +61.5% | +106.7% | -45.2% | +7.8% |
| 10Y | +217.6% | +172.5% | +45.1% | +60.8% |
| All | +1,149.8% | +2,004.9% | -855.2% | +208.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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