+33.6%
TSLA vs NBIX
+43.8%
-10.3%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | +11.6% | -0.2% | +11.8% | +11.5% |
| 3M | -8.4% | -4.0% | -4.5% | -8.0% |
| 6M | -10.4% | +20.6% | -31.0% | -17.5% |
| YTD | -18.7% | +10.1% | -28.9% | -23.0% |
| 1Y | -0.9% | +8.8% | -9.7% | -6.0% |
| 3Y | +33.6% | +42.5% | -8.9% | +11.6% |
| All | +33.6% | +43.8% | -10.3% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling