+228.9%
NBIX vs TRU
+228.8%
+0.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.5% |
| 7D | +0.4% | -2.7% | +3.1% | +1.2% |
| 30D | -0.2% | -2.0% | +1.9% | +0.2% |
| 3M | -4.0% | +18.4% | -22.4% | -9.3% |
| 6M | +20.6% | +8.9% | +11.7% | +16.1% |
| YTD | +10.1% | -8.9% | +19.1% | +11.0% |
| 1Y | +8.8% | -15.9% | +24.7% | +11.8% |
| 3Y | +42.5% | -1.1% | +43.6% | +32.6% |
| 5Y | +61.5% | -35.2% | +96.7% | +74.2% |
| 10Y | +217.6% | +145.3% | +72.3% | +82.3% |
| All | +228.9% | +228.8% | +0.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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