-53.4%
S vs NBIX
+62.0%
-115.4%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.9% | +1.0% | +1.6% |
| 7D | +0.1% | -1.1% | +1.2% | +0.4% |
| 30D | -11.8% | -3.3% | -8.5% | -11.0% |
| 3M | +33.9% | -2.7% | +36.6% | +33.8% |
| 6M | +40.1% | +20.6% | +19.5% | +28.7% |
| YTD | +32.1% | +10.4% | +21.7% | +24.7% |
| 1Y | +11.0% | +10.8% | +0.2% | +4.1% |
| 3Y | +16.9% | +43.3% | -26.3% | -8.7% |
| 5Y | -68.9% | +61.8% | -130.8% | -78.6% |
| All | -53.4% | +62.0% | -115.4% | -68.1% |
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