+50.0%
NBIX vs REPL
-9.7%
+59.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | +0.1% |
| 7D | -1.7% | -9.6% | +7.9% | -1.3% |
| 30D | -5.9% | +5.7% | -11.6% | -6.2% |
| 3M | -6.1% | +56.4% | -62.5% | -9.9% |
| 6M | +19.4% | +67.4% | -48.0% | +8.1% |
| YTD | +9.4% | +48.7% | -39.3% | -0.5% |
| 1Y | +7.6% | +148.3% | -140.7% | -8.4% |
| 3Y | +42.0% | -26.7% | +68.7% | +16.0% |
| 5Y | +64.3% | -54.1% | +118.4% | +36.7% |
| All | +50.0% | -9.7% | +59.7% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling