+312.1%
ROST vs NBIX
+219.9%
+92.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.4% |
| 7D | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -6.9% | -0.2% | -6.7% | -6.9% |
| 3M | -3.3% | -4.0% | +0.7% | -2.8% |
| 6M | +9.0% | +20.6% | -11.5% | +4.8% |
| YTD | +28.9% | +10.1% | +18.7% | +25.6% |
| 1Y | +54.0% | +8.8% | +45.2% | +50.1% |
| 3Y | +100.7% | +42.5% | +58.2% | +81.3% |
| 5Y | +116.0% | +61.5% | +54.5% | +88.3% |
| All | +312.1% | +219.9% | +92.2% | +242.9% |
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