+1.6%
PG vs NBIX
+43.8%
-42.3%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | -0.8% | +0.4% | -1.2% | -0.8% |
| 30D | +0.8% | -0.2% | +1.0% | +0.8% |
| 3M | -1.3% | -4.0% | +2.7% | -1.3% |
| 6M | -3.8% | +20.6% | -24.4% | -4.9% |
| YTD | +3.6% | +10.1% | -6.5% | +2.8% |
| 1Y | -5.7% | +8.8% | -14.5% | -6.5% |
| 3Y | +1.6% | +42.5% | -40.9% | -0.1% |
| All | +1.6% | +43.8% | -42.3% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling