+61.8%
NBIX vs RACE
+90.9%
-29.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.6% |
| 7D | -1.1% | -2.2% | +1.1% | -0.7% |
| 30D | -3.3% | -0.4% | -2.9% | -3.3% |
| 3M | -2.7% | +17.9% | -20.6% | -5.8% |
| 6M | +20.6% | +19.3% | +1.3% | +16.1% |
| YTD | +10.4% | +11.9% | -1.5% | +7.2% |
| 1Y | +10.8% | -12.7% | +23.6% | +12.7% |
| 3Y | +43.3% | +41.1% | +2.2% | +33.3% |
| 5Y | +61.8% | +94.1% | -32.2% | +45.4% |
| All | +61.8% | +90.9% | -29.1% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling