+328.0%
RF vs NBIX
+1,192.8%
-864.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -0.1% | -1.7% | +1.5% | +0.1% |
| 30D | -4.0% | -5.9% | +1.9% | -3.2% |
| 3M | +5.6% | -6.1% | +11.7% | +6.3% |
| 6M | +13.1% | +19.4% | -6.3% | +9.5% |
| YTD | +13.6% | +9.4% | +4.2% | +11.3% |
| 1Y | +16.0% | +7.6% | +8.3% | +13.7% |
| 3Y | +90.2% | +42.0% | +48.2% | +76.2% |
| 5Y | +87.0% | +64.3% | +22.7% | +68.0% |
| 10Y | +338.5% | +215.4% | +123.1% | +243.3% |
| All | +328.0% | +1,192.8% | -864.8% | +82.9% |
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