+1,243.9%
VUG vs NBIX
+169.4%
+1,074.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | +3.5% | -4.0% | +7.5% | +3.8% |
| 6M | +14.2% | +20.6% | -6.4% | +11.0% |
| YTD | +8.5% | +10.1% | -1.7% | +6.6% |
| 1Y | +12.9% | +8.8% | +4.1% | +10.9% |
| 3Y | +85.6% | +42.5% | +43.2% | +73.8% |
| 5Y | +78.1% | +61.5% | +16.6% | +62.7% |
| 10Y | +422.5% | +217.6% | +204.9% | +324.4% |
| All | +1,243.9% | +169.4% | +1,074.5% | +643.1% |
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