+10,819.2%
NVO vs NBIX
+1,201.8%
+9,617.4%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -2.1% |
| 7D | -7.6% | +0.4% | -7.9% | -7.6% |
| 30D | -6.0% | -0.2% | -5.8% | -6.0% |
| 3M | -0.8% | -4.0% | +3.2% | -0.4% |
| 6M | +16.5% | +20.6% | -4.1% | +14.6% |
| YTD | -11.1% | +10.1% | -21.3% | -12.0% |
| 1Y | -16.7% | +8.8% | -25.5% | -17.5% |
| 3Y | -52.9% | +42.5% | -95.4% | -54.6% |
| 5Y | -3.0% | +61.5% | -64.5% | -8.0% |
| 10Y | +147.1% | +217.6% | -70.5% | +116.9% |
| All | +10,819.2% | +1,201.8% | +9,617.4% | +6,736.8% |
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