+1,152.6%
NBIX vs TXT
+420.3%
+732.3%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.2% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | -3.3% | -10.2% | +6.9% | +0.4% |
| 3M | -2.7% | -13.3% | +10.6% | +1.9% |
| 6M | +20.6% | -14.4% | +34.9% | +26.3% |
| YTD | +10.4% | -9.1% | +19.5% | +12.7% |
| 1Y | +10.8% | -2.2% | +13.0% | +10.0% |
| 3Y | +43.3% | +5.1% | +38.2% | +36.4% |
| 5Y | +61.8% | +12.8% | +49.0% | +46.3% |
| 10Y | +218.3% | +101.4% | +116.9% | +108.9% |
| All | +1,152.6% | +420.3% | +732.3% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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