+1,282.5%
TSEM vs NBIX
+219.9%
+1,062.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -4.9% | +0.4% | -5.2% | -4.9% |
| 30D | -18.7% | -0.2% | -18.6% | -18.7% |
| 3M | -18.1% | -4.0% | -14.1% | -17.8% |
| 6M | +77.1% | +20.6% | +56.5% | +69.9% |
| YTD | +80.1% | +10.1% | +70.0% | +75.6% |
| 1Y | +220.4% | +8.8% | +211.6% | +212.5% |
| 3Y | +650.1% | +42.5% | +607.6% | +583.0% |
| 5Y | +628.9% | +61.5% | +567.4% | +536.6% |
| All | +1,282.5% | +219.9% | +1,062.6% | +1,046.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling