+228.3%
NBIX vs RCAT
-100.0%
+328.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.5% | +6.5% | 0.0% |
| 7D | -1.7% | -2.3% | +0.6% | -1.7% |
| 30D | -5.9% | -18.7% | +12.8% | -5.9% |
| 3M | -6.1% | -29.3% | +23.2% | -6.1% |
| 6M | +19.4% | -42.3% | +61.7% | +19.5% |
| YTD | +9.4% | +2.5% | +6.9% | +9.3% |
| 1Y | +7.6% | -5.7% | +13.3% | +7.5% |
| 3Y | +42.0% | +764.9% | -722.9% | +40.8% |
| 5Y | +64.3% | +182.3% | -118.0% | +63.0% |
| 10Y | +215.4% | -98.5% | +313.9% | +204.7% |
| All | +228.3% | -100.0% | +328.3% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT 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 RCAT 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