+69.1%
OTIS vs NBIX
+110.1%
-41.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +1.8% |
| 7D | -3.0% | +0.4% | -3.3% | -3.0% |
| 30D | -6.0% | -0.2% | -5.8% | -6.0% |
| 3M | -0.9% | -4.0% | +3.1% | -0.7% |
| 6M | -17.3% | +20.6% | -37.9% | -18.9% |
| YTD | -19.6% | +10.1% | -29.7% | -20.6% |
| 1Y | -21.0% | +8.8% | -29.8% | -22.0% |
| 3Y | -12.1% | +42.5% | -54.6% | -16.7% |
| 5Y | -17.1% | +61.5% | -78.6% | -22.8% |
| All | +69.1% | +110.1% | -41.0% | +42.0% |
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