+119.2%
ORLY vs NBIX
+59.9%
+59.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -2.4% | +0.4% | -2.7% | -2.4% |
| 30D | -6.8% | -0.2% | -6.6% | -6.8% |
| 3M | -4.8% | -4.0% | -0.8% | -4.7% |
| 6M | -9.1% | +20.6% | -29.7% | -10.7% |
| YTD | -5.9% | +10.1% | -16.1% | -7.0% |
| 1Y | -20.4% | +8.8% | -29.2% | -21.3% |
| 3Y | +36.6% | +42.5% | -5.9% | +28.8% |
| All | +119.2% | +59.9% | +59.2% | +101.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling