+205.1%
NBIX vs XPO
+1,516.3%
-1,311.2%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | +0.4% | -5.7% | +6.0% | +1.5% |
| 30D | -0.2% | -12.8% | +12.6% | +2.3% |
| 3M | -4.0% | -20.0% | +16.0% | -0.2% |
| 6M | +20.6% | -6.0% | +26.6% | +21.0% |
| YTD | +10.1% | +34.0% | -23.9% | +2.8% |
| 1Y | +8.8% | +35.6% | -26.8% | +0.8% |
| 3Y | +42.5% | +152.3% | -109.8% | +12.8% |
| 5Y | +61.5% | +264.4% | -202.9% | +12.8% |
| All | +205.1% | +1,516.3% | -1,311.2% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling