+470.2%
TLN vs NBIX
+43.8%
+426.3%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -1.3% | +0.4% | -1.7% | -1.4% |
| 30D | -14.3% | -0.2% | -14.2% | -14.3% |
| 3M | -9.3% | -4.0% | -5.3% | -9.2% |
| 6M | -1.1% | +20.6% | -21.7% | -5.4% |
| YTD | -16.6% | +10.1% | -26.7% | -19.1% |
| 1Y | -22.0% | +8.8% | -30.8% | -24.3% |
| 3Y | +470.2% | +42.5% | +427.7% | +417.5% |
| All | +470.2% | +43.8% | +426.3% | +417.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling