+5,308.4%
ORCL vs NBIX
+1,192.8%
+4,115.6%
-84.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.6% | -0.5% |
| 7D | +10.9% | -1.7% | +12.6% | +11.2% |
| 30D | +7.0% | -5.9% | +12.9% | +7.9% |
| 3M | -21.2% | -6.1% | -15.1% | -20.7% |
| 6M | +7.4% | +19.4% | -12.0% | +4.2% |
| YTD | -16.3% | +9.4% | -25.7% | -17.9% |
| 1Y | -32.3% | +7.6% | -39.9% | -33.6% |
| 3Y | +32.6% | +42.0% | -9.4% | +22.8% |
| 5Y | +93.1% | +64.3% | +28.8% | +73.0% |
| 10Y | +368.8% | +215.4% | +153.4% | +259.7% |
| All | +5,308.4% | +1,192.8% | +4,115.6% | +1,792.9% |
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