-53.1%
TE vs NBIX
+37.0%
-90.0%
-94.1%
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 | +0.2% | +0.4% | -0.2% | +0.1% |
| 30D | -5.9% | -0.2% | -5.7% | -5.9% |
| 3M | -45.6% | -4.0% | -41.6% | -45.3% |
| 6M | -43.4% | +20.6% | -64.0% | -47.1% |
| YTD | -31.0% | +10.1% | -41.1% | -33.7% |
| 1Y | +145.2% | +8.8% | +136.4% | +136.9% |
| 3Y | -24.1% | +42.5% | -66.5% | -31.6% |
| 5Y | -48.1% | +61.5% | -109.6% | -55.0% |
| All | -53.1% | +37.0% | -90.0% | -59.6% |
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