+4,004.4%
TER vs NBIX
+1,201.8%
+2,802.6%
-97.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.2% | +2.8% | +2.6% |
| 7D | +6.4% | +0.4% | +6.0% | +6.3% |
| 30D | -5.7% | -0.2% | -5.5% | -5.7% |
| 3M | -0.4% | -4.0% | +3.6% | -0.1% |
| 6M | +25.8% | +20.6% | +5.2% | +20.5% |
| YTD | +96.4% | +10.1% | +86.3% | +91.3% |
| 1Y | +229.2% | +8.8% | +220.4% | +221.1% |
| 3Y | +288.1% | +42.5% | +245.6% | +253.5% |
| 5Y | +219.9% | +61.5% | +158.5% | +181.4% |
| 10Y | +1,875.0% | +217.6% | +1,657.4% | +1,349.4% |
| All | +4,004.4% | +1,201.8% | +2,802.6% | +1,304.7% |
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