+24,013.2%
ROST vs NBIX
+1,201.8%
+22,811.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.6% | +2.4% |
| 7D | +0.2% | +0.4% | -0.2% | +0.2% |
| 30D | -6.9% | -0.2% | -6.7% | -6.9% |
| 3M | -3.3% | -4.0% | +0.7% | -3.0% |
| 6M | +9.0% | +20.6% | -11.5% | +6.9% |
| YTD | +28.9% | +10.1% | +18.7% | +27.2% |
| 1Y | +54.0% | +8.8% | +45.2% | +52.1% |
| 3Y | +100.7% | +42.5% | +58.2% | +91.3% |
| 5Y | +116.0% | +61.5% | +54.5% | +102.4% |
| 10Y | +318.4% | +217.6% | +100.8% | +260.1% |
| All | +24,013.2% | +1,201.8% | +22,811.4% | +14,195.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling