+47.5%
ROK vs NBIX
+59.9%
-12.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -5.8% |
| 6M | +15.5% | +20.6% | -5.1% | +10.9% |
| YTD | +11.2% | +10.1% | +1.0% | +8.4% |
| 1Y | +23.8% | +8.8% | +15.1% | +20.7% |
| 3Y | +53.1% | +42.5% | +10.6% | +38.1% |
| All | +47.5% | +59.9% | -12.5% | +16.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling