+11.7%
PM vs NBIX
+20.1%
-8.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +2.2% |
| 7D | +1.9% | -1.1% | +3.1% | +1.9% |
| 30D | +1.9% | -3.3% | +5.2% | +1.8% |
| 3M | +4.6% | -2.7% | +7.3% | +4.6% |
| 6M | +11.7% | +20.6% | -8.9% | +10.0% |
| All | +11.7% | +20.1% | -8.4% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling