+230.3%
NBIX vs RACE
+640.3%
-409.9%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | -0.1% |
| 7D | -1.0% | -1.0% | 0.0% | -0.8% |
| 30D | -5.1% | -1.5% | -3.5% | -4.8% |
| 3M | -4.9% | +15.5% | -20.4% | -8.9% |
| 6M | +21.1% | +17.3% | +3.8% | +15.1% |
| YTD | +9.4% | +11.1% | -1.7% | +4.9% |
| 1Y | +7.9% | -14.3% | +22.1% | +10.8% |
| 3Y | +42.0% | +40.2% | +1.8% | +23.9% |
| 5Y | +63.7% | +92.6% | -28.8% | +25.8% |
| 10Y | +207.2% | +786.6% | -579.4% | +40.8% |
| All | +230.3% | +640.3% | -409.9% | +51.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling