+2,073.8%
NSC vs NBIX
+1,192.8%
+881.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.0% | -1.7% | -0.4% | -1.9% |
| 30D | -3.2% | -5.9% | +2.7% | -2.6% |
| 3M | +3.9% | -6.1% | +10.0% | +4.4% |
| 6M | +7.8% | +19.4% | -11.6% | +5.2% |
| YTD | +13.4% | +9.4% | +4.0% | +11.7% |
| 1Y | +20.3% | +7.6% | +12.7% | +18.5% |
| 3Y | +76.1% | +42.0% | +34.1% | +66.0% |
| 5Y | +45.0% | +64.3% | -19.3% | +33.3% |
| 10Y | +335.7% | +215.4% | +120.3% | +258.5% |
| All | +2,073.8% | +1,192.8% | +881.0% | +1,019.2% |
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