+19.4%
NBIX vs REPL
+74.1%
-54.7%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -1.7% | -9.6% | +7.9% | -1.8% |
| 30D | -5.9% | +5.7% | -11.6% | -5.9% |
| 3M | -6.1% | +56.4% | -62.5% | -3.3% |
| 6M | +19.4% | +67.4% | -48.0% | +15.7% |
| All | +19.4% | +74.1% | -54.7% | +15.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling