+1,842.6%
UMC vs NBIX
+219.9%
+1,622.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +9.0% | +0.4% | +8.6% | +8.9% |
| 30D | +17.2% | -0.2% | +17.4% | +17.2% |
| 3M | +11.4% | -4.0% | +15.4% | +11.8% |
| 6M | +137.5% | +20.6% | +116.9% | +129.0% |
| YTD | +193.1% | +10.1% | +183.0% | +186.5% |
| 1Y | +240.3% | +8.8% | +231.5% | +232.7% |
| 3Y | +262.2% | +42.5% | +219.7% | +230.6% |
| 5Y | +143.1% | +61.5% | +81.6% | +114.1% |
| All | +1,842.6% | +219.9% | +1,622.7% | +1,510.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling