-27.1%
RKT vs NBIX
+31.9%
-59.0%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -6.3% | +0.4% | -6.6% | -6.3% |
| 30D | -6.2% | -0.2% | -6.0% | -6.2% |
| 3M | -1.9% | -4.0% | +2.1% | -1.4% |
| 6M | -13.0% | +20.6% | -33.6% | -15.9% |
| YTD | -31.9% | +10.1% | -42.1% | -33.3% |
| 1Y | -37.6% | +8.8% | -46.4% | -38.8% |
| 3Y | +36.8% | +42.5% | -5.7% | +27.6% |
| 5Y | -9.7% | +61.5% | -71.2% | -17.6% |
| All | -27.1% | +31.9% | -59.0% | -28.3% |
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