-17.4%
TOST vs NBIX
+14.2%
-31.6%
-46.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -3.4% | +1.0% | -4.4% | -3.7% |
| 30D | -2.4% | -3.6% | +1.2% | -1.4% |
| 3M | +34.6% | -7.0% | +41.6% | +36.9% |
| 6M | +15.2% | +16.6% | -1.4% | +7.7% |
| YTD | -4.4% | +9.7% | -14.1% | -8.1% |
| 1Y | -17.4% | +10.9% | -28.3% | -22.7% |
| All | -17.4% | +14.2% | -31.6% | -22.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling