+161.3%
W vs NBIX
+913.8%
-752.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.4% | +1.2% |
| 7D | -0.9% | +0.4% | -1.2% | -1.0% |
| 30D | -4.2% | -0.2% | -4.1% | -4.2% |
| 3M | +26.9% | -4.0% | +30.9% | +28.3% |
| 6M | +31.2% | +20.6% | +10.6% | +22.9% |
| YTD | -1.8% | +10.1% | -12.0% | -5.5% |
| 1Y | +9.3% | +8.8% | +0.5% | +5.1% |
| 3Y | +33.2% | +42.5% | -9.3% | +15.1% |
| 5Y | -62.4% | +61.5% | -123.9% | -68.9% |
| 10Y | +158.2% | +217.6% | -59.4% | +85.4% |
| All | +161.3% | +913.8% | -752.4% | +149.0% |
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