+177.3%
NBIX vs VO
+806.0%
-628.7%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.9% |
| 7D | -1.1% | -2.5% | +1.4% | +1.6% |
| 30D | -3.3% | -3.2% | -0.1% | +0.1% |
| 3M | -2.7% | +3.9% | -6.6% | -6.9% |
| 6M | +20.6% | +9.6% | +10.9% | +8.6% |
| YTD | +10.4% | +11.6% | -1.2% | -2.6% |
| 1Y | +10.8% | +12.6% | -1.8% | -3.2% |
| 3Y | +43.3% | +55.4% | -12.1% | -13.6% |
| 5Y | +61.8% | +41.8% | +20.0% | +2.7% |
| 10Y | +218.3% | +196.4% | +21.9% | -22.5% |
| All | +177.3% | +806.0% | -628.7% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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