+6,081.7%
SPGI vs NBIX
+1,201.8%
+4,879.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -7.4% | +0.4% | -7.8% | -7.4% |
| 30D | +0.4% | -0.2% | +0.5% | +0.4% |
| 3M | +5.3% | -4.0% | +9.3% | +5.5% |
| 6M | +1.7% | +20.6% | -18.9% | -0.8% |
| YTD | -16.4% | +10.1% | -26.5% | -17.7% |
| 1Y | -20.5% | +8.8% | -29.3% | -21.8% |
| 3Y | +14.2% | +42.5% | -28.3% | +7.6% |
| 5Y | +0.6% | +61.5% | -60.9% | -7.4% |
| 10Y | +289.2% | +217.6% | +71.6% | +221.9% |
| All | +6,081.7% | +1,201.8% | +4,879.8% | +2,993.7% |
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 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