+4,173.6%
NBIX vs TMF
-68.9%
+4,242.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -1.0% | +1.0% | -2.0% | -0.9% |
| 30D | -5.1% | -1.8% | -3.2% | -5.2% |
| 3M | -4.9% | -8.2% | +3.3% | -5.8% |
| 6M | +21.1% | -19.5% | +40.6% | +18.0% |
| YTD | +9.4% | -16.0% | +25.3% | +7.3% |
| 1Y | +7.9% | -22.5% | +30.4% | +4.9% |
| 3Y | +42.0% | -42.3% | +84.2% | +34.9% |
| 5Y | +63.7% | -87.7% | +151.4% | +24.0% |
| 10Y | +207.2% | -86.5% | +293.7% | +160.1% |
| All | +4,173.6% | -68.9% | +4,242.4% | +5,168.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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