+1,451.4%
NBIX vs RL
+1,301.1%
+150.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.4% | +1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -1.7% |
| 30D | -5.9% | -17.5% | +11.6% | -0.3% |
| 3M | -6.1% | -14.0% | +7.9% | -2.1% |
| 6M | +19.4% | -2.0% | +21.4% | +18.7% |
| YTD | +9.4% | -4.6% | +14.0% | +9.2% |
| 1Y | +7.6% | +9.5% | -1.9% | +2.7% |
| 3Y | +42.0% | +200.5% | -158.5% | -4.3% |
| 5Y | +64.3% | +226.3% | -162.0% | +3.5% |
| 10Y | +215.4% | +304.8% | -89.4% | +64.5% |
| All | +1,451.4% | +1,301.1% | +150.3% | +372.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling