+1,149.8%
NBIX vs NTRS
+2,471.0%
-1,321.2%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.7% |
| 7D | +0.4% | +1.4% | -1.0% | -0.2% |
| 30D | -0.2% | -0.7% | +0.5% | +0.1% |
| 3M | -4.0% | +11.3% | -15.3% | -8.7% |
| 6M | +20.6% | +35.5% | -14.9% | +4.7% |
| YTD | +10.1% | +40.6% | -30.4% | -6.3% |
| 1Y | +8.8% | +49.2% | -40.4% | -10.1% |
| 3Y | +42.5% | +167.2% | -124.7% | -12.0% |
| 5Y | +61.5% | +94.9% | -33.5% | +9.1% |
| 10Y | +217.6% | +259.5% | -41.9% | +44.7% |
| All | +1,149.8% | +2,471.0% | -1,321.2% | +254.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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