+349.0%
TECK vs NBIX
+219.9%
+129.2%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.8% | +0.4% | -4.2% | -3.9% |
| 30D | +0.7% | -0.2% | +0.9% | +0.8% |
| 3M | +4.6% | -4.0% | +8.6% | +5.2% |
| 6M | +25.1% | +20.6% | +4.5% | +20.2% |
| YTD | +39.2% | +10.1% | +29.0% | +35.8% |
| 1Y | +60.3% | +8.8% | +51.5% | +56.3% |
| 3Y | +62.9% | +42.5% | +20.4% | +47.1% |
| 5Y | +181.5% | +61.5% | +120.0% | +145.2% |
| All | +349.0% | +219.9% | +129.2% | +302.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling