+10.6%
TMO vs NBIX
+59.9%
-49.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.1% |
| 7D | -0.6% | +0.4% | -1.0% | -0.7% |
| 30D | +1.1% | -0.2% | +1.3% | +1.1% |
| 3M | +28.3% | -4.0% | +32.3% | +29.0% |
| 6M | +23.3% | +20.6% | +2.7% | +18.2% |
| YTD | +5.5% | +10.1% | -4.7% | +2.7% |
| 1Y | +24.5% | +8.8% | +15.8% | +21.3% |
| 3Y | +19.6% | +42.5% | -22.9% | +6.7% |
| All | +10.6% | +59.9% | -49.3% | -6.7% |
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 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