+250.3%
NEM vs NBIX
+1,201.8%
-951.6%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.5% |
| 7D | -1.0% | +0.4% | -1.4% | -1.0% |
| 30D | +7.8% | -0.2% | +8.0% | +7.8% |
| 3M | +30.2% | -4.0% | +34.2% | +30.4% |
| 6M | +9.6% | +20.6% | -11.0% | +8.8% |
| YTD | +27.8% | +10.1% | +17.7% | +27.3% |
| 1Y | +60.7% | +8.8% | +51.9% | +60.0% |
| 3Y | +245.3% | +42.5% | +202.8% | +239.1% |
| 5Y | +155.3% | +61.5% | +93.9% | +149.0% |
| 10Y | +313.2% | +217.6% | +95.6% | +288.0% |
| All | +250.3% | +1,201.8% | -951.6% | +176.2% |
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