+8.0%
NBIX vs RNG
+186.8%
-178.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +1.0% | +0.7% |
| 7D | +14.1% | -9.6% | +23.7% | +13.9% |
| 30D | +15.1% | -1.4% | +16.5% | +15.1% |
| 3M | 0.0% | +28.8% | -28.8% | +0.6% |
| 6M | +23.9% | +65.6% | -41.7% | +25.0% |
| YTD | +17.1% | +171.4% | -154.3% | +19.4% |
| All | +8.0% | +186.8% | -178.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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