+823.8%
PEP vs NBIX
+1,204.8%
-380.9%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -1.0% | -0.1% |
| 7D | -1.4% | -1.1% | -0.2% | -1.3% |
| 30D | -0.2% | -3.3% | +3.1% | -0.1% |
| 3M | -4.3% | -2.7% | -1.6% | -4.2% |
| 6M | -13.2% | +20.6% | -33.8% | -14.1% |
| YTD | -1.9% | +10.4% | -12.3% | -2.5% |
| 1Y | -0.3% | +10.8% | -11.2% | -1.1% |
| 3Y | -13.6% | +43.3% | -56.9% | -15.8% |
| 5Y | +3.4% | +61.8% | -58.5% | -0.2% |
| 10Y | +79.0% | +218.3% | -139.3% | +64.5% |
| All | +823.8% | +1,204.8% | -380.9% | +521.1% |
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