+446.8%
TTMI vs NBIX
+261.2%
+185.6%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.2% | +3.6% | +3.4% |
| 7D | +0.7% | +0.4% | +0.3% | +0.6% |
| 30D | -8.4% | -0.2% | -8.3% | -8.5% |
| 3M | -32.5% | -4.0% | -28.5% | -32.2% |
| 6M | +32.5% | +20.6% | +11.9% | +25.6% |
| YTD | +83.2% | +10.1% | +73.1% | +77.3% |
| 1Y | +161.7% | +8.8% | +152.9% | +153.9% |
| 3Y | +890.1% | +42.5% | +847.6% | +782.1% |
| 5Y | +832.4% | +61.5% | +771.0% | +691.9% |
| 10Y | +1,115.8% | +217.6% | +898.2% | +704.3% |
| All | +446.8% | +261.2% | +185.6% | +42.3% |
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