+1,489.3%
NRG vs NBIX
+182.8%
+1,306.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | -4.7% | +0.4% | -5.0% | -4.7% |
| 30D | -6.0% | -0.2% | -5.8% | -6.0% |
| 3M | -8.0% | -4.0% | -4.0% | -7.7% |
| 6M | -23.2% | +20.6% | -43.8% | -25.4% |
| YTD | -28.1% | +10.1% | -38.2% | -29.4% |
| 1Y | -27.3% | +8.8% | -36.1% | -28.6% |
| 3Y | +208.7% | +42.5% | +166.2% | +189.0% |
| 5Y | +197.7% | +61.5% | +136.2% | +171.7% |
| 10Y | +1,103.3% | +217.6% | +885.7% | +876.0% |
| All | +1,489.3% | +182.8% | +1,306.5% | +706.3% |
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 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