+580.9%
VRSK vs NBIX
+5,286.9%
-4,706.0%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | -5.2% | +0.4% | -5.5% | -5.2% |
| 30D | -2.3% | -0.2% | -2.1% | -2.3% |
| 3M | -2.9% | -4.0% | +1.1% | -2.7% |
| 6M | -12.8% | +20.6% | -33.4% | -14.4% |
| YTD | -20.8% | +10.1% | -31.0% | -21.8% |
| 1Y | -33.2% | +8.8% | -42.0% | -34.0% |
| 3Y | -26.6% | +42.5% | -69.1% | -30.0% |
| 5Y | -11.3% | +61.5% | -72.8% | -16.9% |
| 10Y | +126.1% | +217.6% | -91.5% | +97.6% |
| All | +580.9% | +5,286.9% | -4,706.0% | +378.1% |
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