+134.2%
RBRK vs NBIX
+12.1%
+122.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | -7.5% | +0.4% | -7.9% | -7.6% |
| 30D | -10.4% | -0.2% | -10.2% | -10.5% |
| 3M | +21.3% | -4.0% | +25.3% | +21.8% |
| 6M | +50.6% | +20.6% | +30.0% | +38.4% |
| YTD | +13.3% | +10.1% | +3.2% | +7.5% |
| 1Y | +11.2% | +8.8% | +2.5% | +5.9% |
| All | +134.2% | +12.1% | +122.1% | +108.6% |
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