+77.9%
NLY vs NBIX
+219.9%
-142.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.2% | -0.4% |
| 7D | -4.0% | +0.4% | -4.4% | -4.0% |
| 30D | -5.2% | -0.2% | -5.1% | -5.2% |
| 3M | +2.8% | -4.0% | +6.8% | +3.2% |
| 6M | +4.2% | +20.6% | -16.4% | +1.8% |
| YTD | +4.7% | +10.1% | -5.5% | +3.1% |
| 1Y | +12.7% | +8.8% | +4.0% | +11.1% |
| 3Y | +62.5% | +42.5% | +20.1% | +53.3% |
| 5Y | +26.3% | +61.5% | -35.2% | +17.1% |
| All | +77.9% | +219.9% | -142.0% | +64.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling