+217.2%
ON vs NBIX
+662.0%
-444.8%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | -0.2% | +8.7% | +8.6% |
| 7D | +2.4% | +0.4% | +2.0% | +2.3% |
| 30D | -8.6% | -0.2% | -8.4% | -8.6% |
| 3M | -34.3% | -4.0% | -30.4% | -34.0% |
| 6M | +28.5% | +20.6% | +7.9% | +22.4% |
| YTD | +40.6% | +10.1% | +30.5% | +36.4% |
| 1Y | +55.3% | +8.8% | +46.5% | +51.0% |
| 3Y | -22.2% | +42.5% | -64.7% | -30.1% |
| 5Y | +62.4% | +61.5% | +0.9% | +39.9% |
| 10Y | +642.1% | +217.6% | +424.5% | +425.1% |
| All | +217.2% | +662.0% | -444.8% | -28.1% |
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