-31.7%
NKE vs NBIX
+16.6%
-48.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +0.7% | +4.5% | +5.2% |
| 7D | +9.0% | +14.1% | -5.1% | +7.6% |
| 30D | +19.2% | +15.1% | +4.1% | +17.5% |
| 3M | -1.5% | 0.0% | -1.5% | -1.3% |
| 6M | -4.2% | +23.9% | -28.0% | -6.3% |
| YTD | -34.8% | +17.1% | -51.8% | -36.6% |
| 1Y | -31.7% | +16.0% | -47.7% | -33.3% |
| All | -31.7% | +16.6% | -48.3% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling