+1,934.0%
PEG vs NBIX
+1,201.8%
+732.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -3.7% | -0.2% | -3.5% | -3.7% |
| 3M | -7.3% | -4.0% | -3.3% | -7.1% |
| 6M | -10.5% | +20.6% | -31.1% | -11.5% |
| YTD | -7.5% | +10.1% | -17.6% | -8.2% |
| 1Y | -8.7% | +8.8% | -17.5% | -9.4% |
| 3Y | +31.4% | +42.5% | -11.1% | +27.9% |
| 5Y | +37.8% | +61.5% | -23.7% | +32.7% |
| 10Y | +148.0% | +217.6% | -69.6% | +126.5% |
| All | +1,934.0% | +1,201.8% | +732.2% | +1,443.2% |
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 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