+10.9%
NBIX vs TAP
-14.5%
+25.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | +1.0% | -2.3% | +3.3% | +0.9% |
| 30D | -3.6% | -2.1% | -1.5% | -3.7% |
| 3M | -7.0% | +6.6% | -13.6% | -6.7% |
| 6M | +16.6% | -11.5% | +28.1% | +15.8% |
| YTD | +9.7% | -10.3% | +20.0% | +7.5% |
| 1Y | +10.9% | -14.4% | +25.2% | +7.8% |
| All | +10.9% | -14.5% | +25.3% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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