+310.4%
TMUS vs NBIX
+1,042.8%
-732.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -5.8% | -1.1% | -4.7% | -5.6% |
| 30D | -0.2% | -3.3% | +3.1% | +0.2% |
| 3M | -4.0% | -2.7% | -1.3% | -3.9% |
| 6M | -18.1% | +20.6% | -38.7% | -20.8% |
| YTD | -11.3% | +10.4% | -21.7% | -13.3% |
| 1Y | -24.7% | +10.8% | -35.6% | -26.7% |
| 3Y | +35.4% | +43.3% | -7.9% | +24.4% |
| 5Y | +42.4% | +61.8% | -19.4% | +27.2% |
| 10Y | +317.4% | +218.3% | +99.1% | +217.7% |
| All | +310.4% | +1,042.8% | -732.5% | +52.5% |
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 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