+1,149.8%
NBIX vs MTCH
+1,962.2%
-812.4%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.6% |
| 7D | +0.4% | +1.3% | -0.9% | 0.0% |
| 30D | -0.2% | +15.9% | -16.1% | -4.5% |
| 3M | -4.0% | +23.3% | -27.3% | -10.1% |
| 6M | +20.6% | +40.1% | -19.5% | +8.3% |
| YTD | +10.1% | +33.6% | -23.4% | 0.0% |
| 1Y | +8.8% | +14.1% | -5.3% | +3.3% |
| 3Y | +42.5% | +1.4% | +41.1% | +34.3% |
| 5Y | +61.5% | -73.1% | +134.6% | +112.2% |
| 10Y | +217.6% | +204.8% | +12.8% | +57.4% |
| All | +1,149.8% | +1,962.2% | -812.4% | +194.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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