+421.7%
TSN vs NBIX
+1,201.8%
-780.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.0% | +0.4% | +2.7% | +3.0% |
| 30D | -4.2% | -0.2% | -4.0% | -4.2% |
| 3M | -3.9% | -4.0% | +0.1% | -3.6% |
| 6M | -9.8% | +20.6% | -30.4% | -11.6% |
| YTD | -7.3% | +10.1% | -17.4% | -8.4% |
| 1Y | -2.2% | +8.8% | -11.0% | -3.4% |
| 3Y | +11.9% | +42.5% | -30.6% | +6.5% |
| 5Y | -16.9% | +61.5% | -78.4% | -22.5% |
| 10Y | -4.8% | +217.6% | -222.4% | -19.1% |
| All | +421.7% | +1,201.8% | -780.1% | +193.9% |
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