+584.5%
RIO vs NBIX
+219.9%
+364.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -3.2% | +0.4% | -3.6% | -3.3% |
| 30D | +0.9% | -0.2% | +1.1% | +0.9% |
| 3M | -1.4% | -4.0% | +2.6% | -1.1% |
| 6M | +10.9% | +20.6% | -9.7% | +7.6% |
| YTD | +31.2% | +10.1% | +21.1% | +28.7% |
| 1Y | +67.9% | +8.8% | +59.1% | +64.6% |
| 3Y | +88.8% | +42.5% | +46.3% | +74.6% |
| 5Y | +93.1% | +61.5% | +31.6% | +73.2% |
| All | +584.5% | +219.9% | +364.6% | +493.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling