+1,264.4%
NBIX vs RNG
+301.7%
+962.7%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | +0.4% | -6.1% | +6.5% | +1.6% |
| 30D | -0.2% | +9.6% | -9.8% | -2.3% |
| 3M | -4.0% | +83.3% | -87.3% | -16.5% |
| 6M | +20.6% | +77.9% | -57.3% | +3.9% |
| YTD | +10.1% | +139.9% | -129.8% | -13.3% |
| 1Y | +8.8% | +121.7% | -112.9% | -13.2% |
| 3Y | +42.5% | +121.9% | -79.4% | +7.7% |
| 5Y | +61.5% | -68.4% | +129.8% | +87.1% |
| 10Y | +217.6% | +220.0% | -2.5% | +13.4% |
| All | +1,264.4% | +301.7% | +962.7% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling