+42.5%
NBIX vs RL
+202.0%
-159.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.4% |
| 7D | +0.4% | -3.4% | +3.8% | +1.1% |
| 30D | -0.2% | -14.4% | +14.3% | +3.2% |
| 3M | -4.0% | -13.6% | +9.6% | -1.1% |
| 6M | +20.6% | +0.6% | +20.0% | +19.5% |
| YTD | +10.1% | -3.6% | +13.8% | +9.8% |
| 1Y | +8.8% | +8.3% | +0.4% | +5.2% |
| 3Y | +42.5% | +204.8% | -162.3% | +13.3% |
| All | +42.5% | +202.0% | -159.5% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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