-48.1%
TOST vs NBIX
+62.8%
-110.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | -4.7% | -1.7% | -3.0% | -4.2% |
| 30D | -9.1% | -5.9% | -3.1% | -7.4% |
| 3M | +29.8% | -6.1% | +35.9% | +31.9% |
| 6M | +10.0% | +19.4% | -9.4% | +2.7% |
| YTD | -8.6% | +9.4% | -18.0% | -12.4% |
| 1Y | -20.7% | +7.6% | -28.3% | -23.6% |
| 3Y | +55.7% | +42.0% | +13.7% | +26.4% |
| All | -48.1% | +62.8% | -110.9% | -70.6% |
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