+7,887.2%
TD vs NBIX
+1,765.3%
+6,121.9%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -0.5% | +0.4% | -0.9% | -0.6% |
| 30D | -1.9% | -0.2% | -1.7% | -1.9% |
| 3M | +4.8% | -4.0% | +8.7% | +5.0% |
| 6M | +28.0% | +20.6% | +7.4% | +25.4% |
| YTD | +30.3% | +10.1% | +20.1% | +28.6% |
| 1Y | +59.8% | +8.8% | +51.0% | +57.7% |
| 3Y | +124.7% | +42.5% | +82.2% | +113.7% |
| 5Y | +127.0% | +61.5% | +65.5% | +111.7% |
| 10Y | +303.2% | +217.6% | +85.6% | +241.1% |
| All | +7,887.2% | +1,765.3% | +6,121.9% | +3,866.7% |
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