+6.5%
ROK vs NBIX
+8.2%
-1.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -3.8% | -10.4% | -13.3% |
| 7D | -15.6% | +9.1% | -24.7% | -16.8% |
| 30D | -15.5% | +9.8% | -25.3% | -16.8% |
| 3M | -15.1% | -1.1% | -14.0% | -14.6% |
| 6M | -12.0% | +18.3% | -30.3% | -18.7% |
| YTD | -1.1% | +12.6% | -13.8% | -7.0% |
| 1Y | +6.5% | +3.9% | +2.6% | +2.7% |
| All | +6.5% | +8.2% | -1.7% | +2.7% |
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