+1,452.9%
NBIX vs VYM
+488.1%
+964.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -1.0% |
| 7D | +0.4% | -0.8% | +1.2% | +1.3% |
| 30D | -0.2% | -2.2% | +2.1% | +2.4% |
| 3M | -4.0% | +3.1% | -7.1% | -7.3% |
| 6M | +20.6% | +9.7% | +10.9% | +8.3% |
| YTD | +10.1% | +14.9% | -4.7% | -6.1% |
| 1Y | +8.8% | +17.6% | -8.8% | -9.6% |
| 3Y | +42.5% | +65.3% | -22.8% | -20.1% |
| 5Y | +61.5% | +78.7% | -17.2% | -19.6% |
| 10Y | +217.6% | +208.2% | +9.4% | -27.2% |
| All | +1,452.9% | +488.1% | +964.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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