+172.8%
PR vs NBIX
+232.8%
-59.9%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.6% | +1.3% |
| 7D | -0.6% | -1.0% | +0.5% | -0.4% |
| 30D | +17.4% | -5.1% | +22.4% | +18.7% |
| 3M | +21.8% | -4.9% | +26.7% | +22.5% |
| 6M | +27.6% | +21.1% | +6.5% | +21.0% |
| YTD | +71.4% | +9.4% | +62.1% | +66.0% |
| 1Y | +78.3% | +7.9% | +70.4% | +72.5% |
| 3Y | +85.5% | +42.0% | +43.5% | +63.0% |
| 5Y | +422.7% | +63.7% | +358.9% | +338.0% |
| 10Y | +87.1% | +207.2% | -120.1% | +47.3% |
| All | +172.8% | +232.8% | -59.9% | +113.7% |
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