+205.1%
NBIX vs RACE
+844.0%
-638.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | +0.4% | +0.9% | -0.6% | +0.1% |
| 30D | -0.2% | +1.6% | -1.8% | -0.7% |
| 3M | -4.0% | +13.2% | -17.2% | -7.4% |
| 6M | +20.6% | +22.9% | -2.3% | +13.3% |
| YTD | +10.1% | +13.3% | -3.1% | +5.2% |
| 1Y | +8.8% | -12.7% | +21.5% | +11.2% |
| 3Y | +42.5% | +40.3% | +2.2% | +24.6% |
| 5Y | +61.5% | +96.5% | -35.0% | +23.5% |
| All | +205.1% | +844.0% | -638.8% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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