+2.0%
RDW vs NBIX
+44.3%
-42.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -2.2% |
| 7D | +0.9% | +0.4% | +0.5% | +0.7% |
| 30D | -21.3% | -0.2% | -21.1% | -21.3% |
| 3M | -37.9% | -4.0% | -33.9% | -37.3% |
| 6M | +12.3% | +20.6% | -8.3% | +3.3% |
| YTD | +39.7% | +10.1% | +29.6% | +33.1% |
| 1Y | +25.7% | +8.8% | +16.9% | +20.0% |
| 3Y | +230.8% | +42.5% | +188.4% | +185.6% |
| 5Y | -8.8% | +61.5% | -70.2% | -23.5% |
| All | +2.0% | +44.3% | -42.3% | -11.6% |
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