-35.8%
RMBS vs NBIX
+8.2%
-44.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.9% | -3.8% | -12.2% | -14.6% |
| 7D | -23.4% | +9.1% | -32.6% | -25.3% |
| 30D | -38.9% | +9.8% | -48.7% | -40.6% |
| 3M | -28.4% | -1.1% | -27.3% | -28.3% |
| 6M | -40.9% | +18.3% | -59.2% | -48.5% |
| YTD | -24.2% | +12.6% | -36.8% | -32.6% |
| 1Y | -35.8% | +3.9% | -39.8% | -38.8% |
| All | -35.8% | +8.2% | -44.0% | -38.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling