+16.0%
NBIX vs RJF
+7.8%
+8.1%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.3% | -3.6% | 0.0% |
| 7D | +14.1% | +7.2% | +6.9% | +12.7% |
| 30D | +15.1% | +4.9% | +10.2% | +14.1% |
| 3M | 0.0% | -5.5% | +5.5% | +0.8% |
| 6M | +23.9% | +8.0% | +15.9% | +21.8% |
| YTD | +17.1% | +6.2% | +10.9% | +13.4% |
| 1Y | +16.0% | +7.8% | +8.2% | +12.0% |
| All | +16.0% | +7.8% | +8.1% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 1y: compounded portfolio wealth divided by compounded RJF 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…
1y analysis · Full analysis span regression · 6 months rolling