+42.1%
WM vs NBIX
+44.2%
-2.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -0.8% |
| 7D | -3.1% | -1.1% | -2.0% | -3.1% |
| 30D | -5.3% | -3.3% | -2.0% | -5.2% |
| 3M | -4.2% | -2.7% | -1.6% | -4.3% |
| 6M | -8.1% | +20.6% | -28.6% | -9.2% |
| YTD | -1.4% | +10.4% | -11.8% | -2.2% |
| 1Y | +0.2% | +10.8% | -10.6% | -0.6% |
| All | +42.1% | +44.2% | -2.0% | +35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling