+7,482.9%
TPR vs NBIX
+291.8%
+7,191.1%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -3.0% | +0.4% | -3.4% | -3.0% |
| 30D | -22.6% | -0.2% | -22.5% | -22.5% |
| 3M | -18.2% | -4.0% | -14.2% | -17.7% |
| 6M | -18.0% | +20.6% | -38.6% | -20.9% |
| YTD | -6.4% | +10.1% | -16.5% | -8.4% |
| 1Y | +12.3% | +8.8% | +3.5% | +10.0% |
| 3Y | +298.7% | +42.5% | +256.2% | +265.7% |
| 5Y | +232.5% | +61.5% | +171.0% | +195.0% |
| 10Y | +323.8% | +217.6% | +106.2% | +217.4% |
| All | +7,482.9% | +291.8% | +7,191.1% | +2,884.3% |
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