-48.6%
TOST vs NBIX
+63.9%
-112.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | -5.4% | +0.4% | -5.8% | -5.5% |
| 30D | -5.7% | -0.2% | -5.5% | -5.8% |
| 3M | +30.1% | -4.0% | +34.1% | +31.2% |
| 6M | +11.9% | +20.6% | -8.7% | +4.1% |
| YTD | -9.5% | +10.1% | -19.7% | -13.4% |
| 1Y | -21.3% | +8.8% | -30.0% | -24.4% |
| 3Y | +50.7% | +42.5% | +8.2% | +22.2% |
| All | -48.6% | +63.9% | -112.5% | -70.9% |
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