+1,149.8%
NBIX vs RJF
+8,687.5%
-7,537.8%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +0.4% | -2.7% | +3.1% | +1.6% |
| 30D | -0.2% | -4.3% | +4.1% | +1.7% |
| 3M | -4.0% | +15.7% | -19.7% | -10.5% |
| 6M | +20.6% | +17.8% | +2.8% | +11.2% |
| YTD | +10.1% | +9.2% | +1.0% | +4.4% |
| 1Y | +8.8% | +2.8% | +6.0% | +5.9% |
| 3Y | +42.5% | +69.5% | -27.0% | +7.6% |
| 5Y | +61.5% | +105.9% | -44.5% | +6.9% |
| 10Y | +217.6% | +424.9% | -207.3% | +21.6% |
| All | +1,149.8% | +8,687.5% | -7,537.8% | +56.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling