+2,268.8%
VALE vs NBIX
+319.4%
+1,949.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | +8.6% | -0.2% | +8.8% | +8.6% |
| 3M | +2.0% | -4.0% | +6.0% | +2.4% |
| 6M | +2.1% | +20.6% | -18.5% | -1.8% |
| YTD | +20.2% | +10.1% | +10.1% | +17.3% |
| 1Y | +55.2% | +8.8% | +46.4% | +51.4% |
| 3Y | +45.9% | +42.5% | +3.4% | +32.8% |
| 5Y | +41.4% | +61.5% | -20.1% | +23.9% |
| 10Y | +513.1% | +217.6% | +295.5% | +346.7% |
| All | +2,268.8% | +319.4% | +1,949.5% | +781.8% |
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