-35.7%
U vs NBIX
+51.4%
-87.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.2% | +4.7% | +4.6% |
| 7D | +5.5% | +0.4% | +5.1% | +5.3% |
| 30D | -1.3% | -0.2% | -1.1% | -1.4% |
| 3M | +64.6% | -4.0% | +68.6% | +66.5% |
| 6M | +119.4% | +20.6% | +98.8% | +97.5% |
| YTD | -0.5% | +10.1% | -10.6% | -6.7% |
| 1Y | +1.3% | +8.8% | -7.5% | -4.5% |
| 3Y | +15.6% | +42.5% | -26.9% | -9.3% |
| 5Y | -67.5% | +61.5% | -128.9% | -76.4% |
| All | -35.7% | +51.4% | -87.0% | -53.0% |
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