+53.1%
ROK vs NBIX
+43.8%
+9.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -1.2% | +0.4% | -1.6% | -1.3% |
| 30D | -4.8% | -0.2% | -4.6% | -4.8% |
| 3M | -6.1% | -4.0% | -2.1% | -5.9% |
| 6M | +15.5% | +20.6% | -5.1% | +10.6% |
| YTD | +11.2% | +10.1% | +1.0% | +8.1% |
| 1Y | +23.8% | +8.8% | +15.1% | +20.4% |
| 3Y | +53.1% | +42.5% | +10.6% | +42.2% |
| All | +53.1% | +43.8% | +9.3% | +42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling