+1,149.8%
NBIX vs RRX
+1,213.1%
-63.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.7% | -3.9% | -1.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.4% |
| 30D | -0.2% | -6.1% | +6.0% | +2.1% |
| 3M | -4.0% | -23.1% | +19.1% | +3.9% |
| 6M | +20.6% | -19.5% | +40.1% | +25.8% |
| YTD | +10.1% | +16.1% | -5.9% | -1.8% |
| 1Y | +8.8% | +12.9% | -4.1% | -2.9% |
| 3Y | +42.5% | +7.9% | +34.5% | +20.9% |
| 5Y | +61.5% | +19.1% | +42.4% | +23.5% |
| 10Y | +217.6% | +225.8% | -8.2% | +37.1% |
| All | +1,149.8% | +1,213.1% | -63.3% | +202.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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