+206.6%
ROL vs NBIX
+219.9%
-13.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | -3.2% | +0.4% | -3.5% | -3.2% |
| 30D | -4.9% | -0.2% | -4.7% | -4.9% |
| 3M | -25.8% | -4.0% | -21.8% | -25.6% |
| 6M | -37.6% | +20.6% | -58.2% | -39.2% |
| YTD | -41.5% | +10.1% | -51.6% | -42.4% |
| 1Y | -39.5% | +8.8% | -48.3% | -40.4% |
| 3Y | +0.1% | +42.5% | -42.3% | -6.6% |
| 5Y | -4.6% | +61.5% | -66.1% | -13.5% |
| All | +206.6% | +219.9% | -13.3% | +162.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling