+13,773.0%
TSM vs NBIX
+1,288.6%
+12,484.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.3% |
| 6M | +22.8% | +20.6% | +2.2% | +18.7% |
| YTD | +43.3% | +10.1% | +33.2% | +40.3% |
| 1Y | +69.2% | +8.8% | +60.4% | +65.7% |
| 3Y | +404.5% | +42.5% | +362.0% | +365.0% |
| 5Y | +282.2% | +61.5% | +220.7% | +240.9% |
| 10Y | +1,806.1% | +217.6% | +1,588.5% | +1,334.0% |
| All | +13,773.0% | +1,288.6% | +12,484.4% | +5,606.1% |
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