+9,112.2%
QLD vs NBIX
+1,027.4%
+8,084.8%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.1% |
| 7D | +3.0% | -1.0% | +4.0% | +3.3% |
| 30D | -1.8% | -5.1% | +3.2% | -0.5% |
| 3M | -1.8% | -4.9% | +3.1% | -0.9% |
| 6M | +36.9% | +21.1% | +15.8% | +28.6% |
| YTD | +28.7% | +9.4% | +19.3% | +24.2% |
| 1Y | +41.9% | +7.9% | +34.0% | +37.1% |
| 3Y | +184.2% | +42.0% | +142.2% | +147.8% |
| 5Y | +122.1% | +63.7% | +58.4% | +84.0% |
| 10Y | +1,646.5% | +207.2% | +1,439.3% | +1,071.5% |
| All | +9,112.2% | +1,027.4% | +8,084.8% | +2,231.1% |
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