-35.4%
TLT vs NBIX
+59.9%
-95.3%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.6% |
| 30D | -1.1% | -0.2% | -1.0% | -1.1% |
| 3M | -4.9% | -4.0% | -0.9% | -4.8% |
| 6M | -5.0% | +20.6% | -25.6% | -5.4% |
| YTD | -4.4% | +10.1% | -14.5% | -4.6% |
| 1Y | -6.4% | +8.8% | -15.2% | -6.7% |
| 3Y | -2.0% | +42.5% | -44.5% | -3.2% |
| All | -35.4% | +59.9% | -95.3% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling