+615.0%
NBIX vs QSR
+205.8%
+409.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.5% |
| 7D | +0.4% | -4.0% | +4.4% | +1.9% |
| 30D | -0.2% | +2.8% | -2.9% | -1.4% |
| 3M | -4.0% | +5.1% | -9.1% | -6.2% |
| 6M | +20.6% | +8.8% | +11.8% | +15.7% |
| YTD | +10.1% | +14.8% | -4.7% | +3.5% |
| 1Y | +8.8% | +25.7% | -16.9% | -1.5% |
| 3Y | +42.5% | +27.5% | +15.0% | +25.7% |
| 5Y | +61.5% | +41.3% | +20.2% | +34.5% |
| 10Y | +217.6% | +133.8% | +83.8% | +86.6% |
| All | +615.0% | +205.8% | +409.2% | +246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 QSR 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