+127.2%
TLT vs NBIX
+353.0%
-225.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.1% |
| 7D | -1.6% | -1.1% | -0.4% | -1.6% |
| 30D | -1.3% | -3.3% | +2.0% | -1.4% |
| 3M | -3.7% | -2.7% | -1.1% | -3.8% |
| 6M | -6.4% | +20.6% | -26.9% | -5.7% |
| YTD | -4.5% | +10.4% | -14.9% | -4.0% |
| 1Y | -5.9% | +10.8% | -16.7% | -5.4% |
| 3Y | -2.8% | +43.3% | -46.1% | -1.1% |
| 5Y | -35.1% | +61.8% | -96.9% | -33.4% |
| 10Y | -20.7% | +218.3% | -239.0% | -15.1% |
| All | +127.2% | +353.0% | -225.8% | +188.9% |
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 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