+8,546.7%
SPXL vs NBIX
+3,516.2%
+5,030.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -4.2% | -0.2% | -4.1% | -4.3% |
| 3M | +8.1% | -4.0% | +12.1% | +9.0% |
| 6M | +35.6% | +20.6% | +15.0% | +24.6% |
| YTD | +28.8% | +10.1% | +18.7% | +22.3% |
| 1Y | +39.8% | +8.8% | +31.0% | +32.9% |
| 3Y | +221.4% | +42.5% | +178.9% | +167.1% |
| 5Y | +146.9% | +61.5% | +85.4% | +93.7% |
| 10Y | +1,255.8% | +217.6% | +1,038.2% | +694.0% |
| All | +8,546.7% | +3,516.2% | +5,030.5% | +968.9% |
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