-77.3%
RIG vs NBIX
+1,201.8%
-1,279.1%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -3.1% | +0.4% | -3.4% | -3.1% |
| 30D | -0.5% | -0.2% | -0.4% | -0.5% |
| 3M | -6.0% | -4.0% | -2.0% | -5.7% |
| 6M | -10.1% | +20.6% | -30.7% | -13.0% |
| YTD | +37.3% | +10.1% | +27.1% | +34.4% |
| 1Y | +73.9% | +8.8% | +65.1% | +70.5% |
| 3Y | -30.2% | +42.5% | -72.7% | -34.7% |
| 5Y | +62.5% | +61.5% | +1.0% | +48.3% |
| 10Y | -42.3% | +217.6% | -259.9% | -52.6% |
| All | -77.3% | +1,201.8% | -1,279.1% | -89.5% |
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