+728.1%
PPG vs NBIX
+1,201.8%
-473.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.7% | +0.5% |
| 7D | -6.2% | +0.4% | -6.6% | -6.3% |
| 30D | -7.9% | -0.2% | -7.8% | -7.9% |
| 3M | -10.2% | -4.0% | -6.2% | -10.0% |
| 6M | +2.7% | +20.6% | -17.9% | +0.4% |
| YTD | +4.9% | +10.1% | -5.3% | +3.4% |
| 1Y | -3.2% | +8.8% | -12.0% | -4.5% |
| 3Y | -17.0% | +42.5% | -59.5% | -21.3% |
| 5Y | -23.3% | +61.5% | -84.8% | -28.8% |
| 10Y | +26.4% | +217.6% | -191.2% | +5.5% |
| All | +728.1% | +1,201.8% | -473.7% | +337.5% |
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