+61.6%
NBIX vs TW
+19.5%
+42.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.1% |
| 7D | +0.4% | -4.5% | +4.9% | +0.9% |
| 30D | -0.2% | -2.3% | +2.1% | 0.0% |
| 3M | -4.0% | +2.6% | -6.6% | -4.8% |
| 6M | +20.6% | -17.5% | +38.1% | +23.6% |
| YTD | +10.1% | -5.3% | +15.5% | +10.0% |
| 1Y | +8.8% | -14.8% | +23.6% | +10.7% |
| 3Y | +42.5% | +18.8% | +23.6% | +34.7% |
| All | +61.6% | +19.5% | +42.1% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling