-74.7%
NKE vs NBIX
+59.9%
-134.7%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -4.2% | +0.4% | -4.5% | -4.2% |
| 30D | -8.2% | -0.2% | -8.0% | -8.2% |
| 3M | -19.1% | -4.0% | -15.1% | -18.8% |
| 6M | -32.6% | +20.6% | -53.2% | -34.8% |
| YTD | -40.7% | +10.1% | -50.9% | -41.9% |
| 1Y | -48.9% | +8.8% | -57.6% | -49.9% |
| 3Y | -59.2% | +42.5% | -101.7% | -62.9% |
| All | -74.7% | +59.9% | -134.7% | -78.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling