+1,152.6%
NBIX vs RVTY
+1,423.2%
-270.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.3% | +1.9% |
| 7D | -1.1% | -7.4% | +6.3% | +2.1% |
| 30D | -3.3% | +4.5% | -7.8% | -5.4% |
| 3M | -2.7% | +19.5% | -22.1% | -10.6% |
| 6M | +20.6% | +34.1% | -13.6% | +4.6% |
| YTD | +10.4% | +25.3% | -14.9% | -2.2% |
| 1Y | +10.8% | +47.0% | -36.2% | -9.0% |
| 3Y | +43.3% | +14.1% | +29.2% | +25.0% |
| 5Y | +61.8% | -34.6% | +96.4% | +72.4% |
| 10Y | +218.3% | +136.0% | +82.3% | +77.4% |
| All | +1,152.6% | +1,423.2% | -270.7% | +229.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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