+1,284.3%
PG vs NBIX
+1,201.8%
+82.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.2% |
| 6M | -3.8% | +20.6% | -24.4% | -4.7% |
| YTD | +3.6% | +10.1% | -6.5% | +3.0% |
| 1Y | -5.7% | +8.8% | -14.5% | -6.3% |
| 3Y | +1.6% | +42.5% | -40.9% | -0.8% |
| 5Y | +14.6% | +61.5% | -46.9% | +10.9% |
| 10Y | +121.2% | +217.6% | -96.4% | +103.8% |
| All | +1,284.3% | +1,201.8% | +82.5% | +827.0% |
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