+3,301.4%
NOC vs NBIX
+1,201.8%
+2,099.5%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +0.8% | +0.4% | +0.4% | +0.7% |
| 30D | -9.7% | -0.2% | -9.5% | -9.7% |
| 3M | -5.6% | -4.0% | -1.7% | -5.5% |
| 6M | -28.6% | +20.6% | -49.2% | -29.6% |
| YTD | -7.9% | +10.1% | -18.0% | -8.8% |
| 1Y | -9.5% | +8.8% | -18.3% | -10.4% |
| 3Y | +28.4% | +42.5% | -14.1% | +23.7% |
| 5Y | +59.0% | +61.5% | -2.5% | +51.1% |
| 10Y | +191.3% | +217.6% | -26.3% | +158.0% |
| All | +3,301.4% | +1,201.8% | +2,099.5% | +2,214.8% |
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