+2,193.0%
NDAQ vs NBIX
+445.5%
+1,747.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -5.6% | +0.4% | -5.9% | -5.6% |
| 30D | -4.4% | -0.2% | -4.2% | -4.4% |
| 3M | +5.9% | -4.0% | +9.9% | +6.3% |
| 6M | +7.7% | +20.6% | -12.9% | +4.3% |
| YTD | -5.2% | +10.1% | -15.3% | -7.1% |
| 1Y | -3.4% | +8.8% | -12.2% | -5.3% |
| 3Y | +85.6% | +42.5% | +43.1% | +71.9% |
| 5Y | +49.5% | +61.5% | -12.0% | +34.4% |
| 10Y | +366.4% | +217.6% | +148.8% | +259.3% |
| All | +2,193.0% | +445.5% | +1,747.6% | +823.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX 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 NBIX 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