+42.5%
NBIX vs REPL
-34.7%
+77.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | +0.4% | -14.1% | +14.5% | +0.5% |
| 30D | -0.2% | -15.2% | +15.1% | 0.0% |
| 3M | -4.0% | +49.9% | -53.9% | -4.4% |
| 6M | +20.6% | +63.5% | -42.9% | +16.5% |
| YTD | +10.1% | +32.9% | -22.8% | +6.8% |
| 1Y | +8.8% | +115.0% | -106.2% | +3.5% |
| 3Y | +42.5% | -34.7% | +77.2% | +28.9% |
| All | +42.5% | -34.7% | +77.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 3y: compounded portfolio wealth divided by compounded REPL 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…
3y analysis · Full analysis span regression · 6 months rolling