+1,302.9%
OMC vs NBIX
+1,201.8%
+101.1%
-61.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.3% | -0.5% |
| 7D | -4.4% | +0.4% | -4.7% | -4.4% |
| 30D | -7.6% | -0.2% | -7.4% | -7.6% |
| 3M | +4.5% | -4.0% | +8.5% | +4.8% |
| 6M | -0.3% | +20.6% | -20.9% | -2.4% |
| YTD | -0.1% | +10.1% | -10.3% | -1.5% |
| 1Y | +4.6% | +8.8% | -4.2% | +3.2% |
| 3Y | +10.5% | +42.5% | -32.0% | +4.7% |
| 5Y | +31.7% | +61.5% | -29.8% | +22.4% |
| 10Y | +33.5% | +217.6% | -184.1% | +10.8% |
| All | +1,302.9% | +1,201.8% | +101.1% | +605.7% |
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