+803.5%
PM vs NBIX
+3,056.0%
-2,252.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | +4.7% | +0.4% | +4.3% | +4.6% |
| 30D | +2.6% | -0.2% | +2.8% | +2.6% |
| 3M | +6.6% | -4.0% | +10.6% | +6.8% |
| 6M | +16.5% | +20.6% | -4.1% | +14.6% |
| YTD | +21.2% | +10.1% | +11.0% | +19.9% |
| 1Y | +17.9% | +8.8% | +9.1% | +16.6% |
| 3Y | +129.8% | +42.5% | +87.3% | +120.3% |
| 5Y | +133.0% | +61.5% | +71.5% | +119.7% |
| 10Y | +220.8% | +217.6% | +3.2% | +179.2% |
| All | +803.5% | +3,056.0% | -2,252.5% | +425.7% |
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