+559.0%
SPYG vs NBIX
+252.3%
+306.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | -0.9% | +0.4% | -1.3% | -0.9% |
| 30D | -1.5% | -0.2% | -1.3% | -1.5% |
| 3M | +3.7% | -4.0% | +7.7% | +4.1% |
| 6M | +16.4% | +20.6% | -4.2% | +13.1% |
| YTD | +13.3% | +10.1% | +3.2% | +11.3% |
| 1Y | +17.9% | +8.8% | +9.1% | +15.7% |
| 3Y | +98.3% | +42.5% | +55.9% | +85.1% |
| 5Y | +86.4% | +61.5% | +24.9% | +69.5% |
| 10Y | +421.9% | +217.6% | +204.3% | +316.5% |
| All | +559.0% | +252.3% | +306.7% | +214.2% |
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