+716.0%
NKE vs NBIX
+1,201.8%
-485.8%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -18.9% |
| 6M | -32.6% | +20.6% | -53.2% | -34.0% |
| YTD | -40.7% | +10.1% | -50.9% | -41.5% |
| 1Y | -48.9% | +8.8% | -57.6% | -49.5% |
| 3Y | -59.2% | +42.5% | -101.7% | -61.3% |
| 5Y | -75.3% | +61.5% | -136.8% | -77.0% |
| 10Y | -23.1% | +217.6% | -240.7% | -34.9% |
| All | +716.0% | +1,201.8% | -485.8% | +372.7% |
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