+25.1%
NLY vs NBIX
+59.9%
-34.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +3.3% |
| 6M | +4.2% | +20.6% | -16.4% | +0.7% |
| YTD | +4.7% | +10.1% | -5.5% | +2.4% |
| 1Y | +12.7% | +8.8% | +4.0% | +10.3% |
| 3Y | +62.5% | +42.5% | +20.1% | +46.1% |
| All | +25.1% | +59.9% | -34.8% | +10.4% |
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