+280.2%
TSM vs NBIX
+59.9%
+220.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +1.0% | +0.4% | +0.6% | +0.9% |
| 30D | +1.0% | -0.2% | +1.1% | +0.9% |
| 3M | +2.9% | -4.0% | +6.9% | +3.4% |
| 6M | +22.8% | +20.6% | +2.2% | +17.7% |
| YTD | +43.3% | +10.1% | +33.2% | +39.5% |
| 1Y | +69.2% | +8.8% | +60.4% | +64.7% |
| 3Y | +404.5% | +42.5% | +362.0% | +350.8% |
| All | +280.2% | +59.9% | +220.2% | +204.5% |
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