+1,074.0%
NVS vs NBIX
+1,320.2%
-246.2%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -14.3% | +0.4% | -14.6% | -14.3% |
| 30D | -10.0% | -0.2% | -9.8% | -9.9% |
| 3M | -10.9% | -4.0% | -6.9% | -10.7% |
| 6M | -12.0% | +20.6% | -32.6% | -13.2% |
| YTD | +2.5% | +10.1% | -7.6% | +1.6% |
| 1Y | +10.7% | +8.8% | +1.9% | +9.7% |
| 3Y | +53.3% | +42.5% | +10.8% | +48.0% |
| 5Y | +93.6% | +61.5% | +32.1% | +84.3% |
| 10Y | +180.6% | +217.6% | -37.0% | +149.8% |
| All | +1,074.0% | +1,320.2% | -246.2% | +626.3% |
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