+16.0%
NBIX vs TW
+20.8%
-4.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.8% |
| 7D | +14.1% | +6.0% | +8.1% | +14.8% |
| 30D | +15.1% | +18.6% | -3.4% | +17.4% |
| 3M | 0.0% | +26.5% | -26.6% | +3.0% |
| 6M | +23.9% | +13.1% | +10.7% | +26.4% |
| YTD | +17.1% | +18.5% | -1.5% | +19.5% |
| 1Y | +16.0% | +21.7% | -5.8% | +18.5% |
| All | +16.0% | +20.8% | -4.8% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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