+77.6%
NBIX vs TW
+206.7%
-129.1%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | +0.4% | -4.5% | +4.9% | +1.4% |
| 30D | -0.2% | -2.3% | +2.1% | +0.2% |
| 3M | -4.0% | +2.6% | -6.6% | -5.3% |
| 6M | +20.6% | -17.5% | +38.1% | +25.2% |
| YTD | +10.1% | -5.3% | +15.5% | +9.9% |
| 1Y | +8.8% | -14.8% | +23.6% | +11.5% |
| 3Y | +42.5% | +18.8% | +23.6% | +30.3% |
| 5Y | +61.5% | +20.7% | +40.8% | +43.3% |
| All | +77.6% | +206.7% | -129.1% | +14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling