+2,118.0%
WFC vs NBIX
+1,201.8%
+916.2%
-79.0%
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 | +0.4% | +0.4% | 0.0% | +0.3% |
| 30D | +1.5% | -0.2% | +1.7% | +1.5% |
| 3M | +10.2% | -4.0% | +14.2% | +10.6% |
| 6M | +18.8% | +20.6% | -1.8% | +15.3% |
| YTD | -1.5% | +10.1% | -11.7% | -3.4% |
| 1Y | +13.5% | +8.8% | +4.8% | +11.4% |
| 3Y | +135.0% | +42.5% | +92.5% | +119.5% |
| 5Y | +130.1% | +61.5% | +68.6% | +109.5% |
| 10Y | +144.1% | +217.6% | -73.5% | +94.5% |
| All | +2,118.0% | +1,201.8% | +916.2% | +855.3% |
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