+59.9%
NBIX vs VSXY
+37.5%
+22.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.1% | -3.3% | -0.4% |
| 7D | +0.4% | +0.1% | +0.3% | +0.4% |
| 30D | -0.2% | -18.7% | +18.5% | +0.7% |
| 3M | -4.0% | -4.0% | 0.0% | -3.9% |
| 6M | +20.6% | +67.5% | -46.9% | +16.3% |
| YTD | +10.1% | +39.7% | -29.5% | +7.2% |
| 1Y | +8.8% | +180.0% | -171.2% | +1.4% |
| 3Y | +42.5% | +337.3% | -294.8% | +26.6% |
| 5Y | +61.5% | +22.7% | +38.8% | +51.2% |
| All | +59.9% | +37.5% | +22.4% | +45.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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