+5,390.3%
WAT vs NBIX
+1,201.8%
+4,188.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.7% |
| 7D | -0.3% | +0.4% | -0.6% | -0.3% |
| 30D | -1.9% | -0.2% | -1.7% | -1.9% |
| 3M | +13.5% | -4.0% | +17.5% | +14.0% |
| 6M | +37.2% | +20.6% | +16.6% | +33.0% |
| YTD | +7.5% | +10.1% | -2.6% | +5.5% |
| 1Y | +35.0% | +8.8% | +26.2% | +32.6% |
| 3Y | +55.1% | +42.5% | +12.6% | +44.5% |
| 5Y | -2.8% | +61.5% | -64.3% | -11.9% |
| 10Y | +170.2% | +217.6% | -47.4% | +110.9% |
| All | +5,390.3% | +1,201.8% | +4,188.5% | +2,112.4% |
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